+139.6%
PRU vs KIM
+29.1%
+110.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.4% |
| 3M | +16.4% | -0.8% | +17.2% | +16.7% |
| 6M | +26.0% | +4.4% | +21.6% | +22.8% |
| YTD | +9.9% | +21.2% | -11.3% | -1.6% |
| 1Y | +18.8% | +10.5% | +8.2% | +11.6% |
| 3Y | +45.3% | +47.5% | -2.1% | +14.9% |
| 5Y | +45.6% | +37.1% | +8.5% | +17.7% |
| 10Y | +139.6% | +29.5% | +110.1% | +39.7% |
| All | +139.6% | +29.1% | +110.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KIM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling