+993.2%
KKR vs PBF
+289.1%
+704.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.6% | +6.5% | -4.8% | +0.5% |
| 30D | +14.5% | -20.0% | +34.5% | +18.2% |
| 3M | -15.0% | -3.3% | -11.6% | -15.5% |
| 6M | +1.0% | +76.8% | -75.8% | -10.3% |
| YTD | -22.6% | +168.9% | -191.6% | -37.3% |
| 1Y | -18.2% | +96.4% | -114.6% | -30.2% |
| 3Y | +56.4% | +77.2% | -20.8% | +29.9% |
| 5Y | +29.6% | +417.7% | -388.2% | -15.6% |
| 10Y | +671.3% | +264.7% | +406.6% | +334.5% |
| All | +993.2% | +289.1% | +704.2% | +489.0% |
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 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