+98.4%
PRU vs KIM
+63.9%
+34.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.8% | -1.0% | -1.8% | -2.3% |
| 30D | +8.5% | +14.8% | -6.3% | +0.7% |
| 3M | +1.7% | +8.1% | -6.4% | -2.5% |
| 6M | +24.8% | +11.7% | +13.1% | +17.2% |
| YTD | +13.3% | +30.7% | -17.5% | -2.8% |
| 1Y | +21.4% | +29.7% | -8.4% | +4.5% |
| 3Y | +54.8% | +65.1% | -10.3% | +15.0% |
| 5Y | +42.4% | +34.7% | +7.7% | +16.4% |
| 10Y | +98.4% | +64.1% | +34.3% | +10.6% |
| All | +98.4% | +63.9% | +34.6% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling