+68.0%
KKR vs PBF
+55.5%
+12.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | +0.3% | +15.8% | -15.6% | -1.5% |
| 3M | +8.8% | +90.3% | -81.5% | 0.0% |
| 6M | +14.9% | +102.8% | -87.9% | +3.3% |
| YTD | -17.9% | +187.3% | -205.2% | -30.8% |
| 1Y | -23.7% | +161.8% | -185.5% | -35.5% |
| All | +68.0% | +55.5% | +12.6% | +36.6% |
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 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