+76.8%
PBF vs KMX
+40.4%
+36.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.6% |
| 7D | +6.5% | +3.4% | +3.1% | +7.0% |
| 30D | -20.0% | +6.8% | -26.8% | -18.7% |
| 3M | -3.3% | -11.4% | +8.0% | -5.9% |
| 6M | +76.8% | +43.6% | +33.2% | +112.8% |
| All | +76.8% | +40.4% | +36.4% | +112.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling