-54.1%
KHC vs PRU
+115.4%
-169.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.5% |
| 7D | -2.0% | +3.2% | -5.2% | -3.0% |
| 30D | +9.7% | +7.9% | +1.7% | +7.1% |
| 3M | -2.0% | +1.8% | -3.8% | -2.6% |
| 6M | +5.4% | +24.1% | -18.7% | -1.4% |
| YTD | +5.9% | +12.4% | -6.5% | +1.7% |
| 1Y | +7.5% | +20.9% | -13.4% | +0.8% |
| 3Y | -12.4% | +55.5% | -67.9% | -25.5% |
| 5Y | -15.8% | +42.7% | -58.5% | -28.1% |
| 10Y | -54.1% | +106.1% | -160.2% | -66.2% |
| All | -54.1% | +115.4% | -169.5% | -66.2% |
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 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