+12.2%
KWEB vs PRU
+169.2%
-157.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -7.8% | +3.6% | -11.5% | -9.0% |
| 30D | -6.4% | +8.9% | -15.3% | -9.4% |
| 3M | -14.6% | +0.2% | -14.8% | -14.9% |
| 6M | -25.0% | +23.7% | -48.8% | -30.9% |
| YTD | -32.7% | +13.7% | -46.4% | -36.2% |
| 1Y | -37.3% | +20.6% | -57.9% | -41.9% |
| 3Y | -5.9% | +56.3% | -62.2% | -22.2% |
| 5Y | -47.1% | +42.3% | -89.4% | -55.1% |
| 10Y | -22.3% | +99.3% | -121.6% | -45.3% |
| All | +12.2% | +169.2% | -157.0% | -33.2% |
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