+87.1%
KMI vs PBF
+289.1%
-201.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +6.5% | +6.5% | +0.1% | +5.2% |
| 30D | -3.4% | -20.0% | +16.6% | +0.4% |
| 3M | +0.4% | -3.3% | +3.7% | +0.1% |
| 6M | -0.9% | +76.8% | -77.7% | -13.2% |
| YTD | +20.5% | +168.9% | -148.5% | -4.7% |
| 1Y | +23.2% | +96.4% | -73.2% | +3.4% |
| 3Y | +121.6% | +77.2% | +44.4% | +79.4% |
| 5Y | +149.1% | +417.7% | -268.7% | +49.0% |
| 10Y | +158.3% | +264.7% | -106.5% | +29.9% |
| All | +87.1% | +289.1% | -201.9% | -8.1% |
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 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