+134.6%
PRU vs KMX
+3.6%
+131.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | -2.6% | +2.6% | -5.2% | -3.6% |
| 3M | +14.7% | +25.6% | -10.9% | +4.3% |
| 6M | +25.7% | +41.9% | -16.2% | +7.6% |
| YTD | +8.3% | +56.0% | -47.8% | -11.8% |
| 1Y | +17.3% | -1.8% | +19.1% | +11.4% |
| 3Y | +43.2% | -25.7% | +68.9% | +46.5% |
| 5Y | +43.5% | -54.7% | +98.3% | +72.0% |
| 10Y | +134.6% | +9.2% | +125.4% | +70.0% |
| All | +134.6% | +3.6% | +131.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling