+95.7%
KEYS vs PRU
+16.8%
+78.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | -1.3% | -2.6% | +1.3% | -0.8% |
| 3M | -0.1% | +14.7% | -14.8% | -3.7% |
| 6M | +17.4% | +25.7% | -8.3% | +9.0% |
| YTD | +62.9% | +8.3% | +54.6% | +59.3% |
| 1Y | +95.7% | +17.3% | +78.4% | +78.5% |
| All | +95.7% | +16.8% | +78.9% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling