+922.9%
KEYS vs PRU
+154.8%
+768.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.2% |
| 7D | -3.3% | +3.2% | -6.5% | -4.7% |
| 30D | -24.5% | +7.9% | -32.4% | -27.1% |
| 3M | -15.3% | +1.8% | -17.0% | -16.4% |
| 6M | -19.8% | +24.1% | -43.9% | -27.4% |
| YTD | +42.2% | +12.4% | +29.9% | +33.4% |
| 1Y | +59.8% | +20.9% | +38.9% | +45.4% |
| 3Y | +137.0% | +55.5% | +81.6% | +94.4% |
| 5Y | +55.5% | +42.7% | +12.8% | +30.5% |
| 10Y | +755.4% | +106.1% | +649.3% | +471.4% |
| All | +922.9% | +154.8% | +768.1% | +515.9% |
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 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