+1,152.3%
KGC vs PRU
+809.8%
+342.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | 0.0% | +4.8% | -4.8% | -0.5% |
| 30D | -9.3% | +7.9% | -17.2% | -10.0% |
| 3M | -15.9% | +3.1% | -19.0% | -16.2% |
| 6M | -24.9% | +25.2% | -50.1% | -26.7% |
| YTD | -23.0% | +12.7% | -35.8% | -24.1% |
| 1Y | -9.9% | +23.5% | -33.4% | -12.1% |
| 3Y | +301.2% | +50.6% | +250.7% | +281.9% |
| 5Y | +278.5% | +40.9% | +237.7% | +261.8% |
| 10Y | +484.3% | +125.5% | +358.8% | +413.6% |
| All | +1,152.3% | +809.8% | +342.4% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling