+18.1%
PRU vs KRMN
-45.6%
+63.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +0.9% |
| 7D | -3.8% | -15.1% | +11.3% | -3.1% |
| 30D | -2.0% | -44.5% | +42.5% | +0.3% |
| 3M | +14.0% | -25.0% | +39.0% | +15.1% |
| 6M | +27.2% | -66.5% | +93.8% | +32.3% |
| YTD | +9.1% | -53.0% | +62.1% | +11.3% |
| 1Y | +18.1% | -44.7% | +62.8% | +20.4% |
| All | +18.1% | -45.6% | +63.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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