+1.5%
KMB vs PRU
+38.4%
-36.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.0% |
| 7D | +0.4% | +4.8% | -4.4% | -0.3% |
| 30D | +14.1% | +7.9% | +6.3% | +12.9% |
| 3M | -0.5% | +3.1% | -3.6% | -1.0% |
| 6M | +16.6% | +25.2% | -8.6% | +13.3% |
| YTD | +13.7% | +12.7% | +1.0% | +11.6% |
| 1Y | +16.1% | +23.5% | -7.4% | +12.6% |
| 3Y | +4.7% | +50.6% | -45.9% | -2.1% |
| 5Y | +1.5% | +40.9% | -39.3% | -5.0% |
| All | +1.5% | +38.4% | -36.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling