+31.2%
KKR vs PBF
+419.4%
-388.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.6% | +6.5% | -4.8% | +0.8% |
| 30D | +14.5% | -20.0% | +34.5% | +17.3% |
| 3M | -15.0% | -3.3% | -11.6% | -15.5% |
| 6M | +1.0% | +76.8% | -75.8% | -8.5% |
| YTD | -22.6% | +168.9% | -191.6% | -35.6% |
| 1Y | -18.2% | +96.4% | -114.6% | -28.4% |
| 3Y | +56.4% | +77.2% | -20.8% | +30.3% |
| All | +31.2% | +419.4% | -388.2% | -6.9% |
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