+37.8%
KMB vs PBF
+261.5%
-223.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -1.8% |
| 7D | +0.1% | -4.0% | +4.0% | +0.1% |
| 30D | +10.2% | -18.0% | +28.2% | +10.5% |
| 3M | +1.5% | +0.9% | +0.5% | +1.3% |
| 6M | +16.6% | +65.7% | -49.1% | +15.2% |
| YTD | +12.1% | +161.9% | -149.8% | +9.1% |
| 1Y | +11.1% | +77.8% | -66.7% | +9.1% |
| 3Y | +1.9% | +74.9% | -72.9% | -0.5% |
| 5Y | -1.3% | +423.4% | -424.6% | -8.7% |
| 10Y | +37.8% | +255.2% | -217.4% | +17.6% |
| All | +37.8% | +261.5% | -223.7% | +17.6% |
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 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