+305.1%
PBF vs KEEL
+280.1%
+25.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.1% |
| 7D | +2.3% | +2.7% | -0.4% | +2.2% |
| 30D | +11.6% | +4.6% | +7.0% | +11.0% |
| 3M | +81.7% | -34.5% | +116.2% | +84.0% |
| 6M | +96.4% | +59.3% | +37.2% | +88.0% |
| YTD | +189.5% | +46.4% | +143.1% | +177.2% |
| 1Y | +180.7% | +96.6% | +84.2% | +161.4% |
| 3Y | +56.6% | +182.0% | -125.3% | +37.8% |
| 5Y | +802.0% | -38.2% | +840.2% | +712.1% |
| All | +305.1% | +280.1% | +25.0% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling