+280.1%
KEEL vs PRU
+111.1%
+169.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.0% | -7.7% |
| 7D | +2.7% | -3.8% | +6.5% | +4.6% |
| 30D | +4.6% | -2.0% | +6.6% | +5.4% |
| 3M | -34.5% | +14.0% | -48.4% | -39.4% |
| 6M | +59.3% | +27.2% | +32.0% | +38.6% |
| YTD | +46.4% | +9.1% | +37.3% | +38.6% |
| 1Y | +96.6% | +18.1% | +78.5% | +77.9% |
| 3Y | +182.0% | +44.3% | +137.7% | +142.0% |
| 5Y | -38.2% | +45.7% | -83.9% | -45.7% |
| All | +280.1% | +111.1% | +169.0% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling