+49.6%
PRU vs KIM
+46.3%
+3.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.7% |
| 3M | +19.5% | +0.5% | +18.9% | +18.9% |
| 6M | +26.6% | +3.6% | +23.0% | +24.2% |
| YTD | +12.3% | +20.4% | -8.1% | +1.9% |
| 1Y | +18.0% | +9.7% | +8.3% | +12.2% |
| All | +49.6% | +46.3% | +3.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling