+105.5%
KEEL vs PRU
+120.2%
-14.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.1% |
| 7D | -0.5% | +3.6% | -4.1% | -2.3% |
| 30D | -27.1% | +8.9% | -35.9% | -30.3% |
| 3M | -43.8% | +0.2% | -44.0% | -44.1% |
| 6M | -55.2% | +23.7% | -78.9% | -60.5% |
| YTD | -20.9% | +13.7% | -34.6% | -26.8% |
| 1Y | -28.5% | +20.6% | -49.1% | -36.0% |
| 3Y | +66.1% | +56.3% | +9.7% | +37.0% |
| 5Y | -78.3% | +42.3% | -120.7% | -81.2% |
| All | +105.5% | +120.2% | -14.7% | +132.7% |
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