+12.2%
KEY vs PBF
+407.6%
-395.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -1.3% | -13.8% | +12.5% | +0.9% |
| 30D | +5.1% | -19.6% | +24.8% | +8.4% |
| 3M | -7.1% | +10.3% | -17.4% | -9.6% |
| 6M | -4.4% | +63.4% | -67.8% | -14.0% |
| YTD | +4.0% | +152.6% | -148.6% | -16.1% |
| 1Y | +23.4% | +87.4% | -63.9% | +5.3% |
| 3Y | +113.9% | +63.3% | +50.7% | +77.0% |
| All | +12.2% | +407.6% | -395.4% | -23.2% |
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