+106.1%
PRU vs KIM
+65.6%
+40.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +1.8% |
| 7D | +3.2% | +2.8% | +0.3% | +1.7% |
| 30D | +7.9% | +16.3% | -8.4% | -0.6% |
| 3M | +1.8% | +6.6% | -4.8% | -1.8% |
| 6M | +24.1% | +12.3% | +11.8% | +16.2% |
| YTD | +12.4% | +31.6% | -19.2% | -3.9% |
| 1Y | +20.9% | +31.5% | -10.6% | +3.3% |
| 3Y | +55.5% | +68.0% | -12.5% | +14.3% |
| 5Y | +42.7% | +38.7% | +4.0% | +14.8% |
| 10Y | +106.1% | +65.7% | +40.4% | +15.4% |
| All | +106.1% | +65.6% | +40.6% | +15.4% |
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