+111.8%
KMI vs PRU
+251.8%
-140.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -0.5% | +1.9% | -2.4% | -1.4% |
| 30D | +0.9% | +2.7% | -1.8% | -0.4% |
| 3M | 0.0% | +19.5% | -19.5% | -7.9% |
| 6M | -5.7% | +26.6% | -32.3% | -15.7% |
| YTD | +17.5% | +12.3% | +5.1% | +10.3% |
| 1Y | +22.3% | +18.0% | +4.2% | +11.9% |
| 3Y | +111.9% | +47.0% | +64.9% | +71.8% |
| 5Y | +151.8% | +48.4% | +103.4% | +99.4% |
| 10Y | +138.7% | +142.4% | -3.8% | +40.9% |
| All | +111.8% | +251.8% | -140.0% | +3.2% |
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