+11.7%
KR vs PBF
+112.9%
-101.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.7% | +9.9% | +3.4% |
| 7D | +6.1% | -0.9% | +7.0% | +6.0% |
| 30D | +17.3% | -13.7% | +31.0% | +17.7% |
| 3M | +20.2% | +10.6% | +9.5% | +19.1% |
| 6M | +3.3% | +61.2% | -57.8% | +0.1% |
| YTD | +12.3% | +172.7% | -160.4% | +6.2% |
| All | +11.7% | +112.9% | -101.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling