+22.5%
KORU vs PRU
+27.9%
-5.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.6% | -11.8% | -4.0% |
| 7D | -24.3% | +9.8% | -34.1% | -23.0% |
| 30D | -54.2% | +11.6% | -65.8% | -53.4% |
| 3M | -45.4% | +3.7% | -49.1% | -44.1% |
| 6M | -66.5% | +33.0% | -99.4% | -71.4% |
| YTD | +14.9% | +16.6% | -1.7% | +1.2% |
| 1Y | +22.5% | +26.9% | -4.4% | +4.1% |
| All | +22.5% | +27.9% | -5.3% | +4.1% |
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