+1,690.5%
KGC vs PRU
+806.6%
+884.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.3% | +1.9% | -3.1% | -1.5% |
| 30D | +20.3% | +2.7% | +17.6% | +19.9% |
| 3M | +8.1% | +19.5% | -11.4% | +6.0% |
| 6M | -8.8% | +26.6% | -35.4% | -11.0% |
| YTD | +10.1% | +12.3% | -2.3% | +8.5% |
| 1Y | +44.2% | +18.0% | +26.2% | +41.4% |
| 3Y | +533.0% | +47.0% | +486.0% | +504.2% |
| 5Y | +443.0% | +48.4% | +394.6% | +416.5% |
| 10Y | +678.6% | +142.4% | +536.1% | +578.8% |
| All | +1,690.5% | +806.6% | +884.0% | +1,613.6% |
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