+800.4%
PRU vs KMX
+480.6%
+319.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.1% |
| 30D | +2.7% | +11.7% | -9.0% | -2.1% |
| 3M | +19.5% | +34.9% | -15.4% | +3.9% |
| 6M | +26.6% | +50.3% | -23.6% | +3.4% |
| YTD | +12.3% | +63.8% | -51.5% | -12.7% |
| 1Y | +18.0% | +3.8% | +14.2% | +7.4% |
| 3Y | +47.0% | -24.3% | +71.3% | +46.5% |
| 5Y | +48.4% | -50.2% | +98.7% | +64.1% |
| 10Y | +142.4% | +5.4% | +137.1% | +79.3% |
| All | +800.4% | +480.6% | +319.7% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling