+59.6%
PBF vs KIM
+46.2%
+13.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +22.0% | -4.0% | +26.0% | +23.5% |
| 3M | +74.5% | +0.5% | +74.0% | +73.8% |
| 6M | +67.7% | +3.6% | +64.1% | +64.0% |
| YTD | +179.2% | +20.4% | +158.8% | +154.4% |
| 1Y | +170.0% | +9.7% | +160.3% | +156.4% |
| All | +59.6% | +46.2% | +13.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling