-27.2%
KWEB vs PRU
+19.0%
-46.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | -8.7% | +2.7% | -11.4% | -9.5% |
| 3M | -4.0% | +19.5% | -23.4% | -9.3% |
| 6M | -13.1% | +26.6% | -39.8% | -19.6% |
| YTD | -23.5% | +12.3% | -35.8% | -26.5% |
| 1Y | -27.2% | +18.0% | -45.2% | -32.1% |
| All | -27.2% | +19.0% | -46.2% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling