+779.9%
PRU vs KIM
+417.0%
+362.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +2.4% | +4.1% | -1.7% | -0.1% |
| 30D | +6.1% | +16.8% | -10.7% | -3.8% |
| 3M | -0.7% | +5.7% | -6.4% | -4.2% |
| 6M | +22.1% | +9.7% | +12.4% | +14.7% |
| YTD | +9.8% | +30.2% | -20.4% | -7.9% |
| 1Y | +19.4% | +32.1% | -12.8% | -0.9% |
| 3Y | +50.4% | +58.6% | -8.2% | +8.8% |
| 5Y | +37.2% | +31.2% | +6.0% | +9.6% |
| 10Y | +119.5% | +66.7% | +52.9% | +30.9% |
| All | +779.9% | +417.0% | +362.8% | +132.9% |
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