+463.0%
KGC vs PRU
+48.6%
+414.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.3% | +1.9% | -3.1% | -1.7% |
| 30D | +20.3% | +2.7% | +17.6% | +19.3% |
| 3M | +8.1% | +19.5% | -11.4% | +2.5% |
| 6M | -8.8% | +26.6% | -35.4% | -14.8% |
| YTD | +10.1% | +12.3% | -2.3% | +5.7% |
| 1Y | +44.2% | +18.0% | +26.2% | +36.4% |
| 3Y | +533.0% | +47.0% | +486.0% | +441.0% |
| All | +463.0% | +48.6% | +414.5% | +396.2% |
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 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