+133.4%
KR vs PBF
+374.8%
-241.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -0.2% | +5.3% | -5.5% | -0.3% |
| 30D | +5.1% | +11.7% | -6.7% | +4.6% |
| 3M | -8.2% | +91.1% | -99.2% | -10.4% |
| 6M | -18.0% | +88.4% | -106.4% | -20.0% |
| YTD | -4.8% | +194.1% | -198.8% | -8.7% |
| 1Y | -11.0% | +180.4% | -191.4% | -14.7% |
| 3Y | +37.7% | +59.3% | -21.7% | +33.9% |
| 5Y | +52.8% | +816.3% | -763.5% | +37.9% |
| All | +133.4% | +374.8% | -241.4% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling