+311.5%
PBF vs KEEL
+294.5%
+17.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.4% |
| 7D | +5.3% | +2.9% | +2.4% | +5.2% |
| 30D | +11.7% | +0.8% | +10.9% | +11.4% |
| 3M | +91.1% | -35.3% | +126.4% | +93.6% |
| 6M | +88.4% | +59.4% | +29.1% | +80.4% |
| YTD | +194.1% | +51.9% | +142.1% | +181.1% |
| 1Y | +180.4% | +75.0% | +105.4% | +162.8% |
| 3Y | +59.3% | +224.5% | -165.2% | +39.3% |
| 5Y | +816.3% | -35.9% | +852.2% | +723.4% |
| All | +311.5% | +294.5% | +17.0% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling