+29.3%
KORU vs PRU
+274.5%
-245.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +14.4% |
| 7D | +13.0% | +1.9% | +11.1% | +10.8% |
| 30D | +27.3% | +2.7% | +24.6% | +22.9% |
| 3M | -55.3% | +19.5% | -74.7% | -64.9% |
| 6M | +11.6% | +26.6% | -15.0% | -17.2% |
| YTD | +158.5% | +12.3% | +146.2% | +117.5% |
| 1Y | +482.2% | +18.0% | +464.1% | +357.4% |
| 3Y | +471.9% | +47.0% | +424.9% | +253.5% |
| 5Y | +41.1% | +48.4% | -7.3% | -9.3% |
| 10Y | +80.2% | +142.4% | -62.3% | -27.0% |
| All | +29.3% | +274.5% | -245.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling