+38.7%
KMB vs PBF
+299.9%
-261.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.2% |
| 7D | +3.4% | -7.4% | +10.8% | +3.5% |
| 30D | +14.7% | -17.5% | +32.2% | +15.0% |
| 3M | +3.3% | +13.1% | -9.8% | +2.9% |
| 6M | +16.8% | +72.6% | -55.8% | +15.2% |
| YTD | +15.2% | +161.2% | -146.0% | +12.1% |
| 1Y | +13.3% | +93.3% | -80.0% | +11.1% |
| 3Y | +5.4% | +80.7% | -75.2% | +2.8% |
| 5Y | +2.7% | +396.1% | -393.4% | -4.8% |
| 10Y | +38.7% | +252.3% | -213.6% | +17.3% |
| All | +38.7% | +299.9% | -261.2% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling