+41.2%
KEY vs PBF
+772.7%
-731.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.2% | +4.3% | -2.1% | +1.5% |
| 30D | -3.0% | +22.0% | -25.0% | -6.5% |
| 3M | +3.3% | +74.5% | -71.2% | -7.3% |
| 6M | +9.2% | +67.7% | -58.5% | -2.7% |
| YTD | +10.6% | +179.2% | -168.5% | -11.6% |
| 1Y | +20.4% | +170.0% | -149.6% | -4.6% |
| 3Y | +121.8% | +66.4% | +55.5% | +84.6% |
| All | +41.2% | +772.7% | -731.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling