+27.5%
KWEB vs PRU
+165.9%
-138.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | -8.7% | +2.7% | -11.4% | -9.7% |
| 3M | -4.0% | +19.5% | -23.4% | -10.2% |
| 6M | -13.1% | +26.6% | -39.8% | -20.6% |
| YTD | -23.5% | +12.3% | -35.8% | -27.0% |
| 1Y | -27.2% | +18.0% | -45.2% | -31.9% |
| 3Y | -2.1% | +47.0% | -49.1% | -17.1% |
| 5Y | -40.8% | +48.4% | -89.2% | -50.3% |
| 10Y | -17.5% | +142.4% | -159.9% | -47.5% |
| All | +27.5% | +165.9% | -138.4% | -23.6% |
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