+237.3%
KEEL vs PRU
+42.2%
+195.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.9% |
| 7D | +19.3% | -1.9% | +21.2% | +21.3% |
| 30D | +9.1% | -2.6% | +11.7% | +11.4% |
| 3M | -31.5% | +14.7% | -46.3% | -42.3% |
| 6M | +75.8% | +25.7% | +50.1% | +31.9% |
| YTD | +57.9% | +8.3% | +49.6% | +41.0% |
| 1Y | +133.3% | +17.3% | +116.0% | +86.8% |
| All | +237.3% | +42.2% | +195.0% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling