+111.7%
KMB vs PBF
+265.5%
-153.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.5% | -13.8% | +14.2% | +0.8% |
| 30D | +12.4% | -19.6% | +32.0% | +12.9% |
| 3M | +1.0% | +10.3% | -9.3% | +0.5% |
| 6M | +12.1% | +63.4% | -51.3% | +10.2% |
| YTD | +11.6% | +152.6% | -141.0% | +7.8% |
| 1Y | +13.1% | +87.4% | -74.2% | +10.2% |
| 3Y | +1.6% | +63.3% | -61.7% | -1.4% |
| 5Y | -0.3% | +412.5% | -412.8% | -9.4% |
| 10Y | +37.9% | +282.5% | -244.6% | +15.4% |
| All | +111.7% | +265.5% | -153.7% | +66.3% |
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 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