+321.5%
KEY vs PBF
+265.5%
+56.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.1% | -1.5% |
| 7D | -1.3% | -13.8% | +12.5% | +2.1% |
| 30D | +5.1% | -19.6% | +24.8% | +10.2% |
| 3M | -7.1% | +10.3% | -17.4% | -10.8% |
| 6M | -4.4% | +63.4% | -67.8% | -18.2% |
| YTD | +4.0% | +152.6% | -148.6% | -22.9% |
| 1Y | +23.4% | +87.4% | -63.9% | -1.7% |
| 3Y | +113.9% | +63.3% | +50.7% | +66.3% |
| 5Y | +12.3% | +412.5% | -400.1% | -41.5% |
| 10Y | +125.5% | +282.5% | -157.0% | -3.6% |
| All | +321.5% | +265.5% | +56.0% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling