+42.7%
PRU vs KMX
-64.7%
+107.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.1% |
| 7D | +3.2% | -4.1% | +7.3% | +4.2% |
| 30D | +7.9% | +2.9% | +5.1% | +7.1% |
| 3M | +1.8% | -7.0% | +8.8% | +3.2% |
| 6M | +24.1% | +34.1% | -10.0% | +14.3% |
| YTD | +12.4% | +40.0% | -27.7% | +0.8% |
| 1Y | +20.9% | +67.2% | -46.3% | +3.3% |
| 3Y | +55.5% | -13.4% | +68.9% | +54.4% |
| 5Y | +42.7% | -65.1% | +107.7% | +77.7% |
| All | +42.7% | -64.7% | +107.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling