+289.8%
PBF vs KIM
+153.0%
+136.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -13.8% | +4.1% | -17.8% | -16.6% |
| 30D | -19.6% | +16.8% | -36.4% | -28.8% |
| 3M | +10.3% | +5.7% | +4.6% | +5.0% |
| 6M | +63.4% | +9.7% | +53.8% | +50.1% |
| YTD | +152.6% | +30.2% | +122.4% | +100.4% |
| 1Y | +87.4% | +32.1% | +55.2% | +47.1% |
| 3Y | +63.3% | +58.6% | +4.7% | +6.8% |
| 5Y | +412.5% | +31.2% | +381.3% | +272.8% |
| 10Y | +282.5% | +66.7% | +215.8% | +98.1% |
| All | +289.8% | +153.0% | +136.8% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling