+35.9%
KDP vs PRU
+20.5%
+15.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.0% | 0.0% | -3.9% | -4.0% |
| 30D | +8.5% | +7.9% | +0.5% | +6.5% |
| 3M | +20.7% | +0.9% | +19.8% | +19.9% |
| 6M | +23.2% | +22.4% | +0.8% | +20.0% |
| YTD | +30.5% | +12.7% | +17.8% | +28.1% |
| 1Y | +35.9% | +19.6% | +16.3% | +32.8% |
| All | +35.9% | +20.5% | +15.4% | +32.8% |
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