+145.4%
KEYS vs PBF
+56.6%
+88.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | +0.9% | +2.3% | -1.4% | +0.7% |
| 30D | -5.3% | +11.6% | -16.8% | -6.5% |
| 3M | +0.5% | +81.7% | -81.2% | -6.7% |
| 6M | +14.0% | +96.4% | -82.4% | +3.4% |
| YTD | +60.3% | +189.5% | -129.2% | +34.8% |
| 1Y | +91.3% | +180.7% | -89.4% | +60.1% |
| All | +145.4% | +56.6% | +88.7% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling