+38.7%
KMB vs PRU
+115.4%
-76.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.9% |
| 7D | +3.4% | +3.2% | +0.2% | +2.9% |
| 30D | +14.7% | +7.9% | +6.8% | +13.4% |
| 3M | +3.3% | +1.8% | +1.5% | +3.0% |
| 6M | +16.8% | +24.1% | -7.3% | +13.1% |
| YTD | +15.2% | +12.4% | +2.9% | +12.9% |
| 1Y | +13.3% | +20.9% | -7.6% | +9.8% |
| 3Y | +5.4% | +55.5% | -50.0% | -2.6% |
| 5Y | +2.7% | +42.7% | -39.9% | -4.9% |
| 10Y | +38.7% | +106.1% | -67.5% | +22.7% |
| All | +38.7% | +115.4% | -76.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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