+14.5%
KEY vs PRU
+42.1%
-27.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | +2.9% | +3.6% | -0.7% | -0.8% |
| 30D | +8.4% | +8.9% | -0.4% | -1.3% |
| 3M | -5.8% | +0.2% | -5.9% | -6.5% |
| 6M | +5.4% | +23.7% | -18.3% | -16.8% |
| YTD | +7.1% | +13.7% | -6.7% | -8.9% |
| 1Y | +26.8% | +20.6% | +6.2% | +0.9% |
| 3Y | +128.7% | +56.3% | +72.4% | +28.8% |
| All | +14.5% | +42.1% | -27.7% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling