+30.3%
KNX vs PRU
+56.1%
-25.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | 0.0% | -2.8% | +2.9% | +1.8% |
| 30D | -3.3% | +8.5% | -11.8% | -8.0% |
| 3M | -8.7% | +1.7% | -10.4% | -9.8% |
| 6M | +1.3% | +24.8% | -23.5% | -12.1% |
| YTD | +20.4% | +13.3% | +7.1% | +10.5% |
| 1Y | +42.4% | +21.4% | +21.1% | +25.1% |
| All | +30.3% | +56.1% | -25.8% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling