+515.7%
KORU vs PRU
+50.2%
+465.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +14.2% |
| 7D | +13.0% | +1.9% | +11.1% | +11.4% |
| 30D | +27.3% | +2.7% | +24.6% | +24.1% |
| 3M | -55.3% | +19.5% | -74.7% | -63.2% |
| 6M | +11.6% | +26.6% | -15.0% | -13.1% |
| YTD | +158.5% | +12.3% | +146.2% | +124.2% |
| 1Y | +482.2% | +18.0% | +464.1% | +376.6% |
| All | +515.7% | +50.2% | +465.5% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling