+13.6%
KMB vs PBF
+120.1%
-106.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.7% | +10.8% | +3.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.3% |
| 30D | +14.0% | -13.7% | +27.7% | +12.9% |
| 3M | -1.3% | +10.6% | -11.9% | -0.2% |
| 6M | +16.7% | +61.2% | -44.5% | +21.4% |
| YTD | +12.0% | +172.7% | -160.7% | +16.7% |
| 1Y | +13.6% | +111.0% | -97.4% | +17.5% |
| All | +13.6% | +120.1% | -106.4% | +17.5% |
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