+17.3%
PRU vs KMX
-1.2%
+18.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.9% | -1.9% | 0.0% | -1.7% |
| 30D | -2.6% | +2.6% | -5.2% | -2.8% |
| 3M | +14.7% | +25.6% | -10.9% | +12.7% |
| 6M | +25.7% | +41.9% | -16.2% | +21.8% |
| YTD | +8.3% | +56.0% | -47.8% | +4.1% |
| 1Y | +17.3% | -1.8% | +19.1% | +13.3% |
| All | +17.3% | -1.2% | +18.5% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling