+1,117.5%
KDP vs PRU
+221.7%
+895.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +6.0% | +2.7% | +3.3% | +5.4% |
| 3M | +9.2% | +19.5% | -10.3% | +5.6% |
| 6M | +14.7% | +26.6% | -11.9% | +9.5% |
| YTD | +19.2% | +12.3% | +6.9% | +16.2% |
| 1Y | +15.2% | +18.0% | -2.9% | +11.2% |
| 3Y | +6.0% | +47.0% | -41.0% | -2.9% |
| 5Y | +5.4% | +48.4% | -43.0% | -4.6% |
| 10Y | +171.9% | +142.4% | +29.4% | +111.8% |
| All | +1,117.5% | +221.7% | +895.8% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling