+157.6%
KMI vs PBF
+817.4%
-659.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -1.8% | +1.4% | -3.1% | -1.9% |
| 30D | +0.1% | +15.8% | -15.8% | -2.0% |
| 3M | +1.2% | +90.3% | -89.1% | -7.8% |
| 6M | -3.9% | +102.8% | -106.7% | -13.9% |
| YTD | +17.5% | +187.3% | -169.8% | -0.5% |
| 1Y | +22.6% | +161.8% | -139.2% | +4.2% |
| 3Y | +116.3% | +55.5% | +60.8% | +94.0% |
| 5Y | +157.6% | +801.9% | -644.3% | +60.1% |
| All | +157.6% | +817.4% | -659.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling