+264.2%
KRE vs PBF
+289.1%
-24.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +0.7% | +6.5% | -5.7% | -0.6% |
| 30D | +6.1% | -20.0% | +26.1% | +10.5% |
| 3M | -5.9% | -3.3% | -2.6% | -6.4% |
| 6M | +9.6% | +76.8% | -67.2% | -5.2% |
| YTD | +14.2% | +168.9% | -154.7% | -12.2% |
| 1Y | +22.5% | +96.4% | -73.9% | +0.5% |
| 3Y | +90.4% | +77.2% | +13.2% | +51.6% |
| 5Y | +11.9% | +417.7% | -405.9% | -35.5% |
| 10Y | +88.8% | +264.7% | -175.9% | -8.5% |
| All | +264.2% | +289.1% | -24.8% | +69.9% |
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