+229.6%
KDP vs PRU
+115.4%
+114.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +19.9% | +6.1% | +13.8% | +18.7% |
| 3M | +21.5% | -0.7% | +22.2% | +21.6% |
| 6M | +30.1% | +22.1% | +8.0% | +25.5% |
| YTD | +34.9% | +9.8% | +25.2% | +32.3% |
| 1Y | +43.4% | +19.4% | +24.0% | +38.5% |
| 3Y | +29.1% | +50.4% | -21.3% | +18.1% |
| 5Y | +15.0% | +37.2% | -22.2% | +6.0% |
| All | +229.6% | +115.4% | +114.3% | +200.4% |
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