+334.9%
PBF vs KMX
+10.2%
+324.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +2.3% | -3.4% | +5.7% | +3.5% |
| 30D | +11.6% | +4.0% | +7.5% | +9.6% |
| 3M | +81.7% | +24.8% | +57.0% | +64.9% |
| 6M | +96.4% | +43.6% | +52.8% | +65.0% |
| YTD | +189.5% | +56.6% | +132.8% | +132.8% |
| 1Y | +180.7% | +2.2% | +178.5% | +158.7% |
| 3Y | +56.6% | -25.4% | +82.1% | +59.5% |
| 5Y | +802.0% | -55.0% | +857.0% | +988.4% |
| All | +334.9% | +10.2% | +324.7% | +226.0% |
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