+85.8%
KMI vs PBF
+317.1%
-231.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | +1.2% |
| 7D | -0.4% | +2.4% | -2.7% | -0.8% |
| 30D | +3.7% | +24.9% | -21.2% | -0.9% |
| 3M | +3.2% | +81.9% | -78.7% | -9.2% |
| 6M | -3.0% | +79.4% | -82.4% | -15.5% |
| YTD | +19.7% | +188.3% | -168.7% | -5.9% |
| 1Y | +25.6% | +177.3% | -151.6% | -1.9% |
| 3Y | +120.2% | +56.0% | +64.2% | +84.6% |
| 5Y | +160.5% | +804.0% | -643.5% | +37.7% |
| 10Y | +134.8% | +334.1% | -199.3% | +14.1% |
| All | +85.8% | +317.1% | -231.2% | -9.2% |
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