-2.6%
KWEB vs PRU
+43.3%
-45.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.5% |
| 6M | -21.1% | +27.2% | -48.4% | -27.3% |
| YTD | -28.2% | +9.1% | -37.3% | -30.5% |
| 1Y | -34.9% | +18.1% | -52.9% | -38.6% |
| All | -2.6% | +43.3% | -45.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling