+136.6%
KMI vs PRU
+135.5%
+1.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | -1.8% | -1.9% | +0.1% | -0.9% |
| 30D | +0.1% | -2.6% | +2.7% | +1.2% |
| 3M | +1.2% | +14.7% | -13.5% | -5.6% |
| 6M | -3.9% | +25.7% | -29.6% | -14.6% |
| YTD | +17.5% | +8.3% | +9.3% | +11.7% |
| 1Y | +22.6% | +17.3% | +5.3% | +11.7% |
| 3Y | +116.3% | +43.2% | +73.1% | +73.5% |
| 5Y | +157.6% | +43.5% | +114.1% | +101.6% |
| 10Y | +136.6% | +134.6% | +2.0% | +25.1% |
| All | +136.6% | +135.5% | +1.0% | +25.1% |
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