+15.7%
PRU vs KRMN
+14.6%
+1.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +0.9% |
| 7D | -3.8% | -15.1% | +11.3% | -2.7% |
| 30D | -2.0% | -44.5% | +42.5% | +2.3% |
| 3M | +14.0% | -25.0% | +39.0% | +15.8% |
| 6M | +27.2% | -66.5% | +93.8% | +37.6% |
| YTD | +9.1% | -53.0% | +62.1% | +12.6% |
| 1Y | +18.1% | -44.7% | +62.8% | +18.1% |
| All | +15.7% | +14.6% | +1.1% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling