+26.8%
KDP vs PRU
+56.8%
-30.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.4% |
| 30D | +9.7% | +8.9% | +0.9% | +8.1% |
| 3M | +17.6% | +0.2% | +17.4% | +17.4% |
| 6M | +25.8% | +23.7% | +2.0% | +21.9% |
| YTD | +33.9% | +13.7% | +20.1% | +31.1% |
| 1Y | +38.9% | +20.6% | +18.3% | +34.8% |
| 3Y | +26.8% | +56.3% | -29.5% | +13.0% |
| All | +26.8% | +56.8% | -30.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling