+39.9%
KO vs PRU
+20.5%
+19.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +8.1% | +7.9% | +0.2% | +7.3% |
| 3M | +13.0% | +0.9% | +12.2% | +12.6% |
| 6M | +23.3% | +22.4% | +0.9% | +23.1% |
| YTD | +42.1% | +12.7% | +29.4% | +41.0% |
| 1Y | +39.9% | +19.6% | +20.3% | +36.9% |
| All | +39.9% | +20.5% | +19.4% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling