+56.0%
PBF vs KMX
-25.6%
+81.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +3.8% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | +24.9% | +4.1% | +20.8% | +24.0% |
| 3M | +81.9% | +27.5% | +54.3% | +74.7% |
| 6M | +79.4% | +43.6% | +35.8% | +67.9% |
| YTD | +188.3% | +56.8% | +131.6% | +164.1% |
| 1Y | +177.3% | -1.3% | +178.6% | +184.0% |
| 3Y | +56.0% | -25.4% | +81.4% | +63.3% |
| All | +56.0% | -25.6% | +81.6% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling