+800.4%
PRU vs KIM
+378.1%
+422.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +19.5% | +0.5% | +18.9% | +18.7% |
| 6M | +26.6% | +3.6% | +23.0% | +23.3% |
| YTD | +12.3% | +20.4% | -8.1% | -1.0% |
| 1Y | +18.0% | +9.7% | +8.3% | +10.2% |
| 3Y | +47.0% | +46.0% | +1.0% | +11.9% |
| 5Y | +48.4% | +34.4% | +14.0% | +16.1% |
| 10Y | +142.4% | +29.3% | +113.1% | +70.1% |
| All | +800.4% | +378.1% | +422.3% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling