+169.7%
KNX vs PRU
+135.5%
+34.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | +2.3% | -1.9% | +4.2% | +3.2% |
| 30D | +0.5% | -2.6% | +3.1% | +1.6% |
| 3M | -14.1% | +14.7% | -28.8% | -19.3% |
| 6M | +19.8% | +25.7% | -5.9% | +7.8% |
| YTD | +32.7% | +8.3% | +24.5% | +27.4% |
| 1Y | +62.3% | +17.3% | +45.0% | +50.3% |
| 3Y | +36.8% | +43.2% | -6.3% | +16.4% |
| 5Y | +41.8% | +43.5% | -1.8% | +18.9% |
| 10Y | +169.7% | +134.6% | +35.1% | +77.1% |
| All | +169.7% | +135.5% | +34.1% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling