+170.0%
PBF vs KMX
+5.0%
+165.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.2% |
| 7D | +4.3% | +1.9% | +2.4% | +4.5% |
| 30D | +22.0% | +11.7% | +10.3% | +23.3% |
| 3M | +74.5% | +34.9% | +39.6% | +79.8% |
| 6M | +67.7% | +50.3% | +17.4% | +76.9% |
| YTD | +179.2% | +63.8% | +115.4% | +198.4% |
| 1Y | +170.0% | +3.8% | +166.2% | +176.8% |
| All | +170.0% | +5.0% | +165.0% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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