+121.6%
KRE vs PBF
+367.4%
-245.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -1.4% | +2.3% | -3.7% | -1.9% |
| 30D | -3.9% | +11.6% | -15.5% | -6.4% |
| 3M | +3.6% | +81.7% | -78.1% | -10.2% |
| 6M | +15.4% | +96.4% | -81.1% | -3.4% |
| YTD | +15.2% | +189.5% | -174.3% | -12.8% |
| 1Y | +16.5% | +180.7% | -164.3% | -12.5% |
| 3Y | +85.2% | +56.6% | +28.5% | +51.8% |
| 5Y | +33.1% | +802.0% | -768.9% | -35.4% |
| All | +121.6% | +367.4% | -245.8% | +0.1% |
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