+111.0%
PBF vs KEEL
-45.0%
+156.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -6.6% |
| 7D | -0.9% | -13.6% | +12.7% | -0.9% |
| 30D | -13.7% | -39.1% | +25.4% | -13.5% |
| 3M | +10.6% | -48.9% | +59.5% | +11.4% |
| 6M | +61.2% | -35.4% | +96.6% | +59.3% |
| YTD | +172.7% | -10.6% | +183.4% | +159.9% |
| 1Y | +111.0% | -45.3% | +156.3% | +103.6% |
| All | +111.0% | -45.0% | +156.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling