+239.3%
KDP vs PRU
+115.4%
+123.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | +0.3% | +3.2% | -2.8% | -0.3% |
| 30D | +16.3% | +7.9% | +8.4% | +14.7% |
| 3M | +24.0% | +1.8% | +22.2% | +23.5% |
| 6M | +30.0% | +24.1% | +5.8% | +24.9% |
| YTD | +36.1% | +12.4% | +23.7% | +32.8% |
| 1Y | +46.8% | +20.9% | +25.9% | +41.4% |
| 3Y | +30.5% | +55.5% | -25.0% | +18.5% |
| 5Y | +17.9% | +42.7% | -24.8% | +7.8% |
| 10Y | +239.3% | +106.1% | +133.1% | +192.7% |
| All | +239.3% | +115.4% | +123.9% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling