+43.5%
KDP vs PRU
+27.9%
+15.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.6% | -0.7% | +4.1% |
| 7D | +5.3% | +9.8% | -4.4% | +2.9% |
| 30D | +19.1% | +11.6% | +7.5% | +16.0% |
| 3M | +19.2% | +3.7% | +15.5% | +17.5% |
| 6M | +29.3% | +33.0% | -3.7% | +24.8% |
| YTD | +35.5% | +16.6% | +18.9% | +31.9% |
| 1Y | +43.5% | +26.9% | +16.5% | +40.0% |
| All | +43.5% | +27.9% | +15.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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