+252.1%
PBF vs KRMN
+32.3%
+219.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +2.4% | -3.4% | +5.8% | +2.6% |
| 30D | +24.9% | -31.8% | +56.7% | +27.8% |
| 3M | +81.9% | -20.0% | +101.9% | +83.6% |
| 6M | +79.4% | -60.5% | +139.9% | +93.9% |
| YTD | +188.3% | -45.8% | +234.1% | +190.2% |
| 1Y | +177.3% | -36.4% | +213.6% | +169.7% |
| All | +252.1% | +32.3% | +219.8% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling