+170.0%
PBF vs KEEL
+169.0%
+1.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.4% |
| 7D | +4.3% | +7.8% | -3.5% | +4.1% |
| 30D | +22.0% | -11.7% | +33.7% | +22.4% |
| 3M | +74.5% | -41.5% | +116.0% | +75.2% |
| 6M | +67.7% | +54.9% | +12.8% | +59.6% |
| YTD | +179.2% | +47.7% | +131.5% | +164.4% |
| 1Y | +170.0% | +177.6% | -7.6% | +134.7% |
| All | +170.0% | +169.0% | +1.0% | +134.7% |
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