+38.7%
PRU vs KVYO
-56.1%
+94.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -3.8% | -18.4% | +14.5% | -1.9% |
| 30D | -2.0% | -12.1% | +10.1% | -1.0% |
| 3M | +14.0% | +11.2% | +2.8% | +11.9% |
| 6M | +27.2% | -19.8% | +47.0% | +27.4% |
| YTD | +9.1% | -50.3% | +59.4% | +15.0% |
| 1Y | +18.1% | -48.3% | +66.3% | +23.2% |
| All | +38.7% | -56.1% | +94.8% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling