-4.4%
KEY vs PBF
+57.6%
-61.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.1% | -3.2% |
| 7D | -1.3% | -13.8% | +12.5% | -1.4% |
| 30D | +5.1% | -19.6% | +24.8% | +5.0% |
| 3M | -7.1% | +10.3% | -17.4% | -6.9% |
| 6M | -4.4% | +63.4% | -67.8% | -3.7% |
| All | -4.4% | +57.6% | -61.9% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling