-52.9%
KORU vs PRU
+277.7%
-330.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.7% | +18.7% |
| 7D | -18.1% | -2.8% | -15.3% | -14.2% |
| 30D | -45.7% | +8.5% | -54.3% | -50.4% |
| 3M | -51.6% | +1.7% | -53.3% | -53.1% |
| 6M | -82.6% | +24.8% | -107.4% | -87.2% |
| YTD | -5.9% | +13.3% | -19.2% | -22.3% |
| 1Y | +3.3% | +21.4% | -18.1% | -21.0% |
| 3Y | +154.5% | +54.8% | +99.7% | +47.1% |
| 5Y | -26.6% | +42.4% | -68.9% | -51.2% |
| 10Y | -14.3% | +98.4% | -112.7% | -58.6% |
| All | -52.9% | +277.7% | -330.6% | -86.5% |
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 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