+259.1%
PBF vs KRMN
+17.6%
+241.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | +5.3% | -11.8% | +17.1% | +6.1% |
| 30D | +11.7% | -43.0% | +54.7% | +15.5% |
| 3M | +91.1% | -28.8% | +119.9% | +94.2% |
| 6M | +88.4% | -66.3% | +154.8% | +107.0% |
| YTD | +194.1% | -51.8% | +245.8% | +197.9% |
| 1Y | +180.4% | -44.7% | +225.1% | +175.6% |
| All | +259.1% | +17.6% | +241.5% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling