+115.0%
KEY vs PRU
+50.4%
+64.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | 0.0% |
| 7D | -2.5% | +4.8% | -7.2% | -6.4% |
| 30D | +4.1% | +7.9% | -3.8% | -2.6% |
| 3M | -8.4% | +3.1% | -11.4% | -11.0% |
| 6M | -2.3% | +25.2% | -27.5% | -20.1% |
| YTD | +4.6% | +12.7% | -8.2% | -7.0% |
| 1Y | +24.6% | +23.5% | +1.1% | +1.4% |
| All | +115.0% | +50.4% | +64.7% | +19.2% |
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