-45.3%
KEEL vs PRU
+27.9%
-73.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -5.2% |
| 7D | -13.6% | +9.8% | -23.3% | -15.1% |
| 30D | -39.1% | +11.6% | -50.7% | -40.5% |
| 3M | -48.9% | +3.7% | -52.6% | -49.1% |
| 6M | -35.4% | +33.0% | -68.3% | -45.2% |
| YTD | -10.6% | +16.6% | -27.2% | -22.5% |
| 1Y | -45.3% | +26.9% | -72.3% | -45.1% |
| All | -45.3% | +27.9% | -73.2% | -45.1% |
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