+253.7%
KO vs PBF
+315.7%
-61.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.8% | +1.4% | -2.1% | -0.9% |
| 30D | +0.8% | +15.8% | -15.1% | -0.2% |
| 3M | +8.3% | +90.3% | -81.9% | +3.9% |
| 6M | +14.0% | +102.8% | -88.8% | +8.5% |
| YTD | +26.9% | +187.3% | -160.4% | +17.7% |
| 1Y | +32.7% | +161.8% | -129.2% | +23.3% |
| 3Y | +63.9% | +55.5% | +8.5% | +55.4% |
| 5Y | +81.7% | +801.9% | -720.2% | +44.2% |
| 10Y | +183.0% | +362.2% | -179.2% | +109.3% |
| All | +253.7% | +315.7% | -61.9% | +153.8% |
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