+144.9%
PRU vs KIM
+28.2%
+116.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +0.4% | +1.4% | +1.6% |
| 30D | +2.7% | -4.0% | +6.7% | +4.9% |
| 3M | +19.5% | +0.5% | +18.9% | +18.8% |
| 6M | +26.6% | +3.6% | +23.0% | +23.9% |
| YTD | +12.3% | +20.4% | -8.1% | +0.9% |
| 1Y | +18.0% | +9.7% | +8.3% | +11.4% |
| 3Y | +47.0% | +46.0% | +1.0% | +16.8% |
| 5Y | +48.4% | +34.4% | +14.0% | +21.3% |
| All | +144.9% | +28.2% | +116.7% | +43.3% |
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