+456.3%
KR vs PBF
+315.6%
+140.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -3.1% | +1.4% | -4.4% | -3.1% |
| 30D | +0.6% | +15.8% | -15.2% | 0.0% |
| 3M | -9.8% | +90.3% | -100.1% | -12.4% |
| 6M | -22.1% | +102.8% | -125.0% | -24.7% |
| YTD | -8.1% | +187.3% | -195.4% | -12.6% |
| 1Y | -14.7% | +161.8% | -176.5% | -18.7% |
| 3Y | +28.6% | +55.5% | -26.9% | +24.3% |
| 5Y | +36.4% | +801.9% | -765.5% | +19.9% |
| 10Y | +120.8% | +362.2% | -241.5% | +90.0% |
| All | +456.3% | +315.6% | +140.7% | +352.6% |
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