+119.0%
KMI vs PRU
+50.2%
+68.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | +0.9% | +2.7% | -1.8% | +0.1% |
| 3M | 0.0% | +19.5% | -19.5% | -5.3% |
| 6M | -5.7% | +26.6% | -32.3% | -12.5% |
| YTD | +17.5% | +12.3% | +5.1% | +13.0% |
| 1Y | +22.3% | +18.0% | +4.2% | +15.3% |
| All | +119.0% | +50.2% | +68.8% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling