+13.0%
KEY vs PBF
+441.3%
-428.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.9% |
| 7D | +1.8% | +4.3% | -2.5% | +1.0% |
| 30D | +7.1% | -21.8% | +28.9% | +11.1% |
| 3M | -5.9% | +1.7% | -7.7% | -7.2% |
| 6M | +2.2% | +69.8% | -67.6% | -8.7% |
| YTD | +6.4% | +167.7% | -161.3% | -15.1% |
| 1Y | +24.8% | +89.0% | -64.2% | +6.5% |
| 3Y | +125.2% | +78.8% | +46.4% | +83.3% |
| 5Y | +13.0% | +415.4% | -402.5% | -23.6% |
| All | +13.0% | +441.3% | -428.3% | -23.6% |
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