+250.9%
PBF vs KIM
+63.6%
+187.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | +6.5% | +0.1% | +6.3% | +6.4% |
| 30D | -20.0% | +14.1% | -34.1% | -28.1% |
| 3M | -3.3% | +6.0% | -9.3% | -8.2% |
| 6M | +76.8% | +13.2% | +63.6% | +57.9% |
| YTD | +168.9% | +30.4% | +138.6% | +111.4% |
| 1Y | +96.4% | +31.0% | +65.3% | +53.9% |
| 3Y | +77.2% | +67.6% | +9.6% | +8.8% |
| 5Y | +417.7% | +35.8% | +382.0% | +261.2% |
| All | +250.9% | +63.6% | +187.3% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling