+37.7%
KR vs PRU
+45.5%
-7.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +1.5% | -0.4% | +2.0% | +1.6% |
| 3M | -8.5% | +16.4% | -25.0% | -9.9% |
| 6M | -21.9% | +26.0% | -47.9% | -23.7% |
| YTD | -6.9% | +9.9% | -16.8% | -7.7% |
| 1Y | -14.0% | +18.8% | -32.7% | -15.7% |
| 3Y | +30.3% | +45.3% | -15.1% | +21.7% |
| 5Y | +37.7% | +45.6% | -7.8% | +23.5% |
| All | +37.7% | +45.5% | -7.8% | +23.5% |
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 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