+41.8%
KNX vs PRU
+43.7%
-2.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | +0.5% | -2.6% | +3.1% | +1.9% |
| 3M | -14.1% | +14.7% | -28.8% | -20.6% |
| 6M | +19.8% | +25.7% | -5.9% | +4.9% |
| YTD | +32.7% | +8.3% | +24.5% | +26.1% |
| 1Y | +62.3% | +17.3% | +45.0% | +47.2% |
| 3Y | +36.8% | +43.2% | -6.3% | +11.4% |
| 5Y | +41.8% | +43.5% | -1.8% | +15.7% |
| All | +41.8% | +43.7% | -2.0% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling