-20.7%
KORU vs PRU
+99.2%
-120.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -6.4% |
| 7D | +11.1% | +3.6% | +7.5% | +7.0% |
| 30D | -40.6% | +8.9% | -49.5% | -46.2% |
| 3M | -63.9% | +0.2% | -64.1% | -64.5% |
| 6M | -82.8% | +23.7% | -106.6% | -87.3% |
| YTD | -15.4% | +13.7% | -29.1% | -31.2% |
| 1Y | -3.3% | +20.6% | -23.9% | -26.6% |
| 3Y | +136.2% | +56.3% | +79.8% | +29.5% |
| 5Y | -36.7% | +42.3% | -79.0% | -59.4% |
| All | -20.7% | +99.2% | -120.0% | -61.9% |
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 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