+976.9%
KNX vs PRU
+806.6%
+170.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.7% | +4.1% |
| 7D | +7.4% | +1.9% | +5.5% | +6.7% |
| 30D | +2.0% | +2.7% | -0.8% | +1.1% |
| 3M | -7.9% | +19.5% | -27.3% | -13.0% |
| 6M | +14.4% | +26.6% | -12.3% | +5.9% |
| YTD | +38.9% | +12.3% | +26.6% | +33.4% |
| 1Y | +65.9% | +18.0% | +47.8% | +56.8% |
| 3Y | +35.8% | +47.0% | -11.2% | +20.1% |
| 5Y | +43.3% | +48.4% | -5.1% | +25.4% |
| 10Y | +179.6% | +142.4% | +37.2% | +100.7% |
| All | +976.9% | +806.6% | +170.3% | +292.5% |
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