-35.4%
KORU vs PRU
+41.4%
-76.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +9.0% |
| 7D | -25.8% | +3.2% | -29.0% | -27.2% |
| 30D | -56.9% | +7.9% | -64.8% | -60.1% |
| 3M | -55.7% | +1.8% | -57.5% | -56.9% |
| 6M | -83.7% | +24.1% | -107.8% | -88.0% |
| YTD | -15.3% | +12.4% | -27.7% | -29.5% |
| 1Y | +3.4% | +20.9% | -17.5% | -21.2% |
| 3Y | +133.8% | +55.5% | +78.3% | +21.6% |
| 5Y | -35.4% | +42.7% | -78.0% | -59.6% |
| All | -35.4% | +41.4% | -76.8% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling