+39.5%
PRU vs KVYO
-55.5%
+95.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -2.3% | -12.1% | +9.8% | -1.0% |
| 30D | -1.7% | -5.2% | +3.4% | -1.5% |
| 3M | +13.2% | +14.5% | -1.2% | +10.8% |
| 6M | +28.8% | -17.6% | +46.4% | +28.5% |
| YTD | +9.8% | -49.6% | +59.4% | +15.6% |
| 1Y | +17.4% | -48.6% | +65.9% | +22.6% |
| All | +39.5% | -55.5% | +95.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 3y: compounded portfolio wealth divided by compounded KVYO 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…
3y analysis · Full analysis span regression · 6 months rolling