+77.8%
PBF vs KIM
+31.2%
+46.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.7% |
| 7D | -4.0% | -1.0% | -3.0% | -4.3% |
| 30D | -18.0% | +14.8% | -32.8% | -14.7% |
| 3M | +0.9% | +8.1% | -7.2% | +3.1% |
| 6M | +65.7% | +11.7% | +54.1% | +73.3% |
| YTD | +161.9% | +30.7% | +131.1% | +142.7% |
| 1Y | +77.8% | +29.7% | +48.1% | +68.2% |
| All | +77.8% | +31.2% | +46.6% | +68.2% |
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 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