+14.9%
PRU vs KRMN
+17.4%
-2.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | -0.6% |
| 7D | -1.9% | -12.9% | +11.0% | -0.9% |
| 30D | -2.6% | -43.3% | +40.7% | +1.5% |
| 3M | +14.7% | -27.2% | +41.9% | +16.9% |
| 6M | +25.7% | -66.8% | +92.5% | +36.1% |
| YTD | +8.3% | -51.9% | +60.1% | +11.6% |
| 1Y | +17.3% | -43.7% | +61.0% | +17.2% |
| All | +14.9% | +17.4% | -2.5% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling