+340.3%
KMB vs PRU
+806.6%
-466.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | +1.9% | -4.9% | -3.3% |
| 30D | -5.5% | +2.7% | -8.2% | -5.8% |
| 3M | +14.0% | +19.5% | -5.5% | +11.1% |
| 6M | +4.1% | +26.6% | -22.6% | +0.6% |
| YTD | +8.0% | +12.3% | -4.3% | +6.0% |
| 1Y | -13.7% | +18.0% | -31.8% | -16.0% |
| 3Y | -5.9% | +47.0% | -53.0% | -11.9% |
| 5Y | -8.6% | +48.4% | -57.0% | -15.3% |
| 10Y | +17.3% | +142.4% | -125.2% | -3.1% |
| All | +340.3% | +806.6% | -466.2% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling