-60.3%
KORU vs PRU
+278.5%
-338.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -7.3% |
| 7D | -34.5% | +3.8% | -38.3% | -36.4% |
| 30D | -59.6% | +9.0% | -68.6% | -63.3% |
| 3M | -56.1% | +2.1% | -58.2% | -57.6% |
| 6M | -84.7% | +25.4% | -110.1% | -88.8% |
| YTD | -20.6% | +13.5% | -34.1% | -34.5% |
| 1Y | -13.9% | +21.3% | -35.2% | -34.0% |
| 3Y | +114.9% | +55.1% | +59.7% | +24.0% |
| 5Y | -36.0% | +43.6% | -79.5% | -57.8% |
| 10Y | -27.8% | +99.2% | -127.1% | -65.3% |
| All | -60.3% | +278.5% | -338.7% | -88.7% |
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