+17.0%
KDP vs PRU
+36.1%
-19.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.7% |
| 30D | +19.9% | +6.1% | +13.8% | +18.5% |
| 3M | +21.5% | -0.7% | +22.2% | +21.6% |
| 6M | +30.1% | +22.1% | +8.0% | +25.1% |
| YTD | +34.9% | +9.8% | +25.2% | +32.1% |
| 1Y | +43.4% | +19.4% | +24.0% | +38.0% |
| 3Y | +29.1% | +50.4% | -21.3% | +15.3% |
| All | +17.0% | +36.1% | -19.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling