+244.3%
KGC vs PRU
+43.3%
+201.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.2% | -2.8% | +3.1% | +1.0% |
| 30D | -8.8% | +8.5% | -17.3% | -11.0% |
| 3M | -21.1% | +1.7% | -22.8% | -21.6% |
| 6M | -32.3% | +24.8% | -57.1% | -36.7% |
| YTD | -23.5% | +13.3% | -36.7% | -26.8% |
| 1Y | -15.0% | +21.4% | -36.3% | -20.3% |
| 3Y | +327.5% | +54.8% | +272.7% | +256.6% |
| 5Y | +244.3% | +42.4% | +201.9% | +199.3% |
| All | +244.3% | +43.3% | +201.0% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling