+250.9%
PBF vs KMX
-2.3%
+253.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | 0.0% |
| 7D | +6.5% | +3.4% | +3.1% | +5.2% |
| 30D | -20.0% | +6.8% | -26.8% | -22.2% |
| 3M | -3.3% | -11.4% | +8.0% | -0.5% |
| 6M | +76.8% | +43.6% | +33.2% | +49.8% |
| YTD | +168.9% | +37.7% | +131.2% | +124.5% |
| 1Y | +96.4% | +53.0% | +43.4% | +56.4% |
| 3Y | +77.2% | -16.3% | +93.5% | +68.9% |
| 5Y | +417.7% | -64.2% | +482.0% | +605.2% |
| All | +250.9% | -2.3% | +253.2% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling