+42.2%
PRU vs KIM
+34.6%
+7.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +8.9% | +14.1% | -5.2% | +1.2% |
| 3M | +0.2% | +6.0% | -5.8% | -3.0% |
| 6M | +23.7% | +13.2% | +10.5% | +15.2% |
| YTD | +13.7% | +30.4% | -16.6% | -2.6% |
| 1Y | +20.6% | +31.0% | -10.4% | +2.9% |
| 3Y | +56.3% | +67.6% | -11.3% | +13.3% |
| All | +42.2% | +34.6% | +7.6% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling