+16.0%
KRE vs PRU
+16.8%
-0.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -1.1% | -1.9% | +0.8% | 0.0% |
| 30D | -3.4% | -2.6% | -0.8% | -1.9% |
| 3M | +3.7% | +14.7% | -11.0% | -4.7% |
| 6M | +14.8% | +25.7% | -10.9% | -0.7% |
| YTD | +14.7% | +8.3% | +6.4% | +8.8% |
| 1Y | +16.0% | +17.3% | -1.3% | -0.3% |
| All | +16.0% | +16.8% | -0.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling