+747.8%
KR vs PRU
+806.6%
-58.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +1.5% | +1.9% | -0.4% | +1.2% |
| 30D | +4.1% | +2.7% | +1.4% | +3.6% |
| 3M | -5.2% | +19.5% | -24.7% | -7.7% |
| 6M | -12.8% | +26.6% | -39.4% | -16.0% |
| YTD | -4.6% | +12.3% | -16.9% | -6.6% |
| 1Y | -11.7% | +18.0% | -29.7% | -14.3% |
| 3Y | +36.3% | +47.0% | -10.8% | +26.6% |
| 5Y | +40.0% | +48.4% | -8.4% | +28.6% |
| 10Y | +122.2% | +142.4% | -20.2% | +80.0% |
| All | +747.8% | +806.6% | -58.8% | +275.6% |
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 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