+362.2%
PBF vs KIM
+29.7%
+332.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | +1.4% | -1.0% | +2.3% | +2.1% |
| 30D | +15.8% | -1.1% | +16.9% | +16.8% |
| 3M | +90.3% | -5.3% | +95.6% | +97.9% |
| 6M | +102.8% | +3.9% | +98.9% | +92.7% |
| YTD | +187.3% | +20.3% | +167.1% | +142.4% |
| 1Y | +161.8% | +10.4% | +151.4% | +135.5% |
| 3Y | +55.5% | +46.3% | +9.2% | +6.9% |
| 5Y | +801.9% | +37.6% | +764.3% | +520.5% |
| 10Y | +362.2% | +34.5% | +327.8% | +140.2% |
| All | +362.2% | +29.7% | +332.5% | +140.2% |
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