+1,080.2%
KEYS vs PBF
+373.0%
+707.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.5% |
| 7D | +4.4% | +2.4% | +2.1% | +4.1% |
| 30D | -2.2% | +24.9% | -27.1% | -5.0% |
| 3M | +0.5% | +81.9% | -81.3% | -7.2% |
| 6M | +22.4% | +79.4% | -57.0% | +12.0% |
| YTD | +64.1% | +188.3% | -124.2% | +40.5% |
| 1Y | +97.0% | +177.3% | -80.3% | +68.3% |
| 3Y | +152.0% | +56.0% | +96.0% | +124.8% |
| 5Y | +83.7% | +804.0% | -720.3% | +24.7% |
| 10Y | +997.9% | +334.1% | +663.8% | +599.6% |
| All | +1,080.2% | +373.0% | +707.3% | +623.1% |
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