-23.0%
KWEB vs PRU
+138.7%
-161.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | -4.3% | -3.8% | -0.5% | -3.1% |
| 30D | -13.0% | -2.0% | -11.0% | -12.5% |
| 3M | -7.6% | +14.0% | -21.5% | -11.7% |
| 6M | -21.1% | +27.2% | -48.4% | -27.4% |
| YTD | -28.2% | +9.1% | -37.3% | -30.6% |
| 1Y | -34.9% | +18.1% | -52.9% | -38.8% |
| 3Y | -0.8% | +44.3% | -45.0% | -14.1% |
| 5Y | -43.6% | +45.7% | -89.3% | -51.4% |
| All | -23.0% | +138.7% | -161.7% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling