+111.0%
PBF vs KIM
+33.1%
+77.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.2% | -5.4% |
| 7D | -0.9% | +10.6% | -11.5% | +2.2% |
| 30D | -13.7% | +17.5% | -31.2% | -9.2% |
| 3M | +10.6% | +4.7% | +5.9% | +12.1% |
| 6M | +61.2% | +13.1% | +48.0% | +70.3% |
| YTD | +172.7% | +32.1% | +140.7% | +165.5% |
| 1Y | +111.0% | +32.7% | +78.4% | +106.7% |
| All | +111.0% | +33.1% | +77.9% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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