+527.8%
KGC vs PRU
+115.4%
+412.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.2% |
| 7D | +10.5% | +2.4% | +8.1% | +10.3% |
| 30D | -4.1% | +6.1% | -10.2% | -4.6% |
| 3M | -13.1% | -0.7% | -12.3% | -13.1% |
| 6M | -27.5% | +22.1% | -49.6% | -28.8% |
| YTD | -20.7% | +9.8% | -30.5% | -21.6% |
| 1Y | -6.1% | +19.4% | -25.4% | -7.7% |
| 3Y | +318.6% | +50.4% | +268.2% | +303.1% |
| 5Y | +289.9% | +37.2% | +252.8% | +276.9% |
| All | +527.8% | +115.4% | +412.5% | +588.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling