+823.7%
KNX vs PRU
+809.5%
+14.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.8% | 0.0% | +3.9% | +3.9% |
| 30D | -2.0% | +7.9% | -9.9% | -4.4% |
| 3M | -13.2% | +0.9% | -14.0% | -13.5% |
| 6M | +3.6% | +22.4% | -18.7% | -3.0% |
| YTD | +19.1% | +12.7% | +6.4% | +14.2% |
| 1Y | +39.5% | +19.6% | +19.9% | +31.4% |
| 3Y | +28.7% | +54.0% | -25.3% | +12.1% |
| 5Y | +8.5% | +41.0% | -32.5% | -3.6% |
| 10Y | +100.2% | +97.4% | +2.8% | +52.1% |
| All | +823.7% | +809.5% | +14.2% | +236.1% |
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 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