+755.4%
KEYS vs PRU
+99.2%
+656.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +9.4% | +3.6% | +5.8% | +7.9% |
| 30D | -16.8% | +8.9% | -25.6% | -19.9% |
| 3M | -15.9% | +0.2% | -16.1% | -16.4% |
| 6M | -17.6% | +23.7% | -41.3% | -25.2% |
| YTD | +46.5% | +13.7% | +32.8% | +36.9% |
| 1Y | +66.9% | +20.6% | +46.3% | +52.2% |
| 3Y | +141.4% | +56.3% | +85.1% | +98.1% |
| 5Y | +59.5% | +42.3% | +17.2% | +34.2% |
| All | +755.4% | +99.2% | +656.2% | +518.6% |
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