+105.0%
KMB vs PBF
+303.9%
-198.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.0% | +4.3% | -7.3% | -3.1% |
| 30D | -5.5% | +22.0% | -27.5% | -6.0% |
| 3M | +14.0% | +74.5% | -60.5% | +12.1% |
| 6M | +4.1% | +67.7% | -63.6% | +2.2% |
| YTD | +8.0% | +179.2% | -171.1% | +4.3% |
| 1Y | -13.7% | +170.0% | -183.7% | -16.9% |
| 3Y | -5.9% | +66.4% | -72.3% | -8.6% |
| 5Y | -8.6% | +764.5% | -773.1% | -19.1% |
| 10Y | +17.3% | +358.5% | -341.2% | -2.8% |
| All | +105.0% | +303.9% | -198.9% | +60.8% |
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