-52.4%
KHC vs PRU
+107.2%
-159.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.1% |
| 7D | -1.1% | +3.8% | -4.9% | -2.3% |
| 30D | +8.8% | +9.0% | -0.2% | +6.0% |
| 3M | -1.2% | +2.1% | -3.4% | -2.0% |
| 6M | +4.6% | +25.4% | -20.8% | -2.5% |
| YTD | +5.1% | +13.5% | -8.4% | +0.6% |
| 1Y | +6.2% | +21.3% | -15.1% | -0.5% |
| 3Y | -12.9% | +55.1% | -68.0% | -26.0% |
| 5Y | -16.8% | +43.6% | -60.3% | -29.1% |
| 10Y | -52.4% | +99.2% | -151.7% | -67.4% |
| All | -52.4% | +107.2% | -159.7% | -67.4% |
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