+19.6%
PRU vs KIM
+29.4%
-9.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | 0.0% | -0.7% | +0.6% | +0.2% |
| 30D | +7.9% | +13.4% | -5.5% | +3.6% |
| 3M | +0.9% | +6.5% | -5.7% | -1.5% |
| 6M | +22.4% | +10.6% | +11.8% | +18.3% |
| YTD | +12.7% | +29.9% | -17.2% | +6.4% |
| 1Y | +19.6% | +29.6% | -10.0% | +13.4% |
| All | +19.6% | +29.4% | -9.9% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling