+833.3%
KNX vs PRU
+814.1%
+19.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | 0.0% | -2.8% | +2.9% | +1.0% |
| 30D | -3.3% | +8.5% | -11.8% | -5.8% |
| 3M | -8.7% | +1.7% | -10.4% | -9.3% |
| 6M | +1.3% | +24.8% | -23.5% | -5.8% |
| YTD | +20.4% | +13.3% | +7.1% | +15.2% |
| 1Y | +42.4% | +21.4% | +21.1% | +33.5% |
| 3Y | +30.1% | +54.8% | -24.7% | +13.1% |
| 5Y | +11.7% | +42.4% | -30.7% | -1.1% |
| 10Y | +102.3% | +98.4% | +3.9% | +53.5% |
| All | +833.3% | +814.1% | +19.1% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling