-14.8%
KMB vs PBF
+176.4%
-191.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.9% |
| 7D | -4.2% | +4.3% | -8.5% | -3.9% |
| 30D | -6.6% | +22.0% | -28.6% | -5.1% |
| 3M | +12.6% | +74.5% | -61.9% | +17.6% |
| 6M | +2.9% | +67.7% | -64.8% | +7.5% |
| YTD | +6.8% | +179.2% | -172.4% | +13.7% |
| 1Y | -14.8% | +170.0% | -184.8% | -10.6% |
| All | -14.8% | +176.4% | -191.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling