-43.5%
KWEB vs PRU
+43.7%
-87.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | -3.6% | -1.9% | -1.7% | -2.8% |
| 30D | -14.9% | -2.6% | -12.3% | -14.0% |
| 3M | -5.4% | +14.7% | -20.1% | -11.5% |
| 6M | -18.9% | +25.7% | -44.5% | -27.4% |
| YTD | -27.2% | +8.3% | -35.5% | -30.3% |
| 1Y | -34.2% | +17.3% | -51.5% | -39.5% |
| 3Y | +0.6% | +43.2% | -42.6% | -21.0% |
| 5Y | -43.5% | +43.5% | -87.0% | -56.3% |
| All | -43.5% | +43.7% | -87.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling