+318.6%
KGC vs PRU
+46.4%
+272.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.6% |
| 7D | +10.5% | +2.4% | +8.1% | +9.9% |
| 30D | -4.1% | +6.1% | -10.2% | -5.2% |
| 3M | -13.1% | -0.7% | -12.3% | -13.1% |
| 6M | -27.5% | +22.1% | -49.6% | -30.6% |
| YTD | -20.7% | +9.8% | -30.5% | -23.1% |
| 1Y | -6.1% | +19.4% | -25.4% | -10.2% |
| 3Y | +318.6% | +50.4% | +268.2% | +249.2% |
| All | +318.6% | +46.4% | +272.2% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling