+315.8%
KGC vs PRU
+56.8%
+259.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -6.7% | +3.6% | -10.3% | -7.3% |
| 30D | -6.7% | +8.9% | -15.5% | -8.3% |
| 3M | -22.6% | +0.2% | -22.8% | -22.8% |
| 6M | -33.4% | +23.7% | -57.2% | -36.5% |
| YTD | -26.0% | +13.7% | -39.7% | -28.8% |
| 1Y | -18.3% | +20.6% | -38.9% | -22.2% |
| 3Y | +315.8% | +56.3% | +259.5% | +262.2% |
| All | +315.8% | +56.8% | +259.0% | +262.2% |
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