+136.6%
KMI vs PRU
+41.4%
+95.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.2% |
| 7D | -6.5% | +3.2% | -9.7% | -7.7% |
| 30D | -5.1% | +7.9% | -13.0% | -7.9% |
| 3M | 0.0% | +1.8% | -1.8% | -1.0% |
| 6M | -0.9% | +24.1% | -25.0% | -9.1% |
| YTD | +15.4% | +12.4% | +3.0% | +9.3% |
| 1Y | +19.5% | +20.9% | -1.4% | +9.7% |
| 3Y | +116.3% | +55.5% | +60.8% | +73.3% |
| 5Y | +136.6% | +42.7% | +93.9% | +91.1% |
| All | +136.6% | +41.4% | +95.2% | +91.1% |
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 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