+129.5%
KMI vs PBF
+374.8%
-245.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.7% | +5.3% | -7.0% | -2.7% |
| 30D | -2.7% | +11.7% | -14.5% | -5.0% |
| 3M | -0.7% | +91.1% | -91.8% | -13.2% |
| 6M | -5.0% | +88.4% | -93.4% | -17.6% |
| YTD | +15.5% | +194.1% | -178.6% | -9.2% |
| 1Y | +16.4% | +180.4% | -164.0% | -8.8% |
| 3Y | +114.2% | +59.3% | +54.8% | +79.5% |
| 5Y | +153.3% | +816.3% | -663.0% | +34.0% |
| All | +129.5% | +374.8% | -245.3% | +13.1% |
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