-27.8%
KORU vs PRU
+107.2%
-135.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -7.3% |
| 7D | -34.5% | +3.8% | -38.3% | -36.5% |
| 30D | -59.6% | +9.0% | -68.6% | -63.4% |
| 3M | -56.1% | +2.1% | -58.2% | -57.7% |
| 6M | -84.7% | +25.4% | -110.1% | -88.9% |
| YTD | -20.6% | +13.5% | -34.1% | -35.2% |
| 1Y | -13.9% | +21.3% | -35.2% | -35.1% |
| 3Y | +114.9% | +55.1% | +59.7% | +19.0% |
| 5Y | -36.0% | +43.6% | -79.5% | -59.3% |
| 10Y | -27.8% | +99.2% | -127.1% | -65.5% |
| All | -27.8% | +107.2% | -135.0% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling