+118.0%
KMI vs PBF
+55.5%
+62.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | -1.8% | +1.4% | -3.1% | -1.8% |
| 30D | +0.1% | +15.8% | -15.8% | -1.1% |
| 3M | +1.2% | +90.3% | -89.1% | -4.0% |
| 6M | -3.9% | +102.8% | -106.7% | -9.6% |
| YTD | +17.5% | +187.3% | -169.8% | +7.0% |
| 1Y | +22.6% | +161.8% | -139.2% | +12.0% |
| All | +118.0% | +55.5% | +62.5% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling