+34.0%
KR vs PBF
+56.6%
-22.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -2.7% | +2.3% | -5.0% | -2.7% |
| 30D | +1.9% | +11.6% | -9.6% | +1.8% |
| 3M | -11.0% | +81.7% | -92.8% | -11.7% |
| 6M | -20.2% | +96.4% | -116.6% | -20.7% |
| YTD | -7.3% | +189.5% | -196.8% | -7.8% |
| 1Y | -13.1% | +180.7% | -193.9% | -13.5% |
| All | +34.0% | +56.6% | -22.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling