+83.7%
KEYS vs PRU
+45.5%
+38.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.0% |
| 7D | +4.4% | +1.9% | +2.5% | +3.3% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | +0.5% | +16.4% | -15.9% | -7.6% |
| 6M | +22.4% | +26.0% | -3.6% | +7.3% |
| YTD | +64.1% | +9.9% | +54.2% | +54.3% |
| 1Y | +97.0% | +18.8% | +78.2% | +77.1% |
| 3Y | +152.0% | +45.3% | +106.7% | +101.7% |
| 5Y | +83.7% | +45.6% | +38.2% | +45.6% |
| All | +83.7% | +45.5% | +38.3% | +45.6% |
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 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