+170.0%
PBF vs KIM
+10.4%
+159.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.4% |
| 30D | +22.0% | -4.0% | +26.0% | +20.5% |
| 3M | +74.5% | +0.5% | +74.0% | +76.5% |
| 6M | +67.7% | +3.6% | +64.1% | +72.7% |
| YTD | +179.2% | +20.4% | +158.8% | +177.7% |
| 1Y | +170.0% | +9.7% | +160.3% | +146.4% |
| All | +170.0% | +10.4% | +159.6% | +146.4% |
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