-52.3%
KHC vs PRU
+102.7%
-154.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -2.8% | -1.8% | -3.8% |
| 30D | +8.1% | +8.5% | -0.4% | +5.4% |
| 3M | 0.0% | +1.7% | -1.7% | -0.6% |
| 6M | +7.9% | +24.8% | -16.8% | +0.8% |
| YTD | +5.3% | +13.3% | -8.0% | +0.8% |
| 1Y | +5.1% | +21.4% | -16.3% | -1.6% |
| 3Y | -12.8% | +54.8% | -67.6% | -25.9% |
| 5Y | -16.2% | +42.4% | -58.6% | -28.4% |
| 10Y | -52.3% | +98.4% | -150.7% | -67.3% |
| All | -52.3% | +102.7% | -154.9% | -67.3% |
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 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