-4.3%
KGC vs PRU
+27.9%
-32.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.6% | +0.9% | +5.4% |
| 7D | -6.8% | +9.8% | -16.5% | -9.2% |
| 30D | -9.2% | +11.6% | -20.7% | -11.9% |
| 3M | -9.1% | +3.7% | -12.8% | -10.5% |
| 6M | -25.7% | +33.0% | -58.6% | -32.3% |
| YTD | -23.6% | +16.6% | -40.2% | -32.2% |
| 1Y | -4.3% | +26.9% | -31.2% | -16.1% |
| All | -4.3% | +27.9% | -32.2% | -16.1% |
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