-55.2%
KEEL vs PRU
+24.2%
-79.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.2% |
| 7D | -0.5% | +3.6% | -4.1% | +0.9% |
| 30D | -27.1% | +8.9% | -35.9% | -21.9% |
| 3M | -43.8% | +0.2% | -44.0% | -44.0% |
| 6M | -55.2% | +23.7% | -78.9% | -44.4% |
| All | -55.2% | +24.2% | -79.3% | -44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling