+1,058.3%
KEYS vs PRU
+154.8%
+903.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +2.3% | +1.9% | +0.4% | +1.4% |
| 30D | -2.6% | +2.7% | -5.3% | -3.7% |
| 3M | -4.6% | +19.5% | -24.1% | -11.8% |
| 6M | +8.7% | +26.6% | -17.9% | -2.1% |
| YTD | +61.0% | +12.3% | +48.7% | +52.0% |
| 1Y | +96.0% | +18.0% | +77.9% | +81.0% |
| 3Y | +144.4% | +47.0% | +97.4% | +105.9% |
| 5Y | +80.5% | +48.4% | +32.1% | +49.9% |
| 10Y | +974.9% | +142.4% | +832.5% | +572.4% |
| All | +1,058.3% | +154.8% | +903.5% | +601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling