+121.6%
KMI vs PBF
+80.0%
+41.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +6.5% | +6.5% | +0.1% | +6.0% |
| 30D | -3.4% | -20.0% | +16.6% | -2.1% |
| 3M | +0.4% | -3.3% | +3.7% | +0.3% |
| 6M | -0.9% | +76.8% | -77.7% | -5.5% |
| YTD | +20.5% | +168.9% | -148.5% | +10.4% |
| 1Y | +23.2% | +96.4% | -73.2% | +15.3% |
| 3Y | +121.6% | +77.2% | +44.4% | +101.5% |
| All | +121.6% | +80.0% | +41.6% | +101.5% |
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