+170.0%
PBF vs KRMN
-25.5%
+195.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +4.3% | -12.3% | +16.6% | +4.4% |
| 30D | +22.0% | -27.5% | +49.4% | +22.6% |
| 3M | +74.5% | -26.5% | +101.0% | +75.8% |
| 6M | +67.7% | -59.6% | +127.2% | +75.2% |
| YTD | +179.2% | -45.4% | +224.5% | +172.3% |
| 1Y | +170.0% | -25.1% | +195.1% | +161.8% |
| All | +170.0% | -25.5% | +195.5% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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