+67.6%
KKR vs PBF
+785.3%
-717.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -8.1% | +2.3% | -10.4% | -8.4% |
| 30D | -9.1% | +11.6% | -20.7% | -10.5% |
| 3M | +6.4% | +81.7% | -75.4% | -2.5% |
| 6M | +12.6% | +96.4% | -83.9% | +1.0% |
| YTD | -20.4% | +189.5% | -209.9% | -33.2% |
| 1Y | -27.1% | +180.7% | -207.8% | -39.1% |
| 3Y | +63.8% | +56.6% | +7.2% | +41.4% |
| 5Y | +67.6% | +802.0% | -734.4% | +21.0% |
| All | +67.6% | +785.3% | -717.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling