+807.9%
PRU vs KMX
+394.4%
+413.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -2.8% | -2.3% | -0.6% | -1.9% |
| 30D | +8.5% | +6.3% | +2.2% | +5.5% |
| 3M | +1.7% | -7.4% | +9.1% | +4.3% |
| 6M | +24.8% | +37.9% | -13.1% | +6.3% |
| YTD | +13.3% | +39.5% | -26.2% | -6.4% |
| 1Y | +21.4% | +57.9% | -36.5% | -5.3% |
| 3Y | +54.8% | -15.0% | +69.7% | +46.2% |
| 5Y | +42.4% | -64.1% | +106.5% | +82.8% |
| 10Y | +98.4% | -1.6% | +100.1% | +50.4% |
| All | +807.9% | +394.4% | +413.5% | +184.1% |
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