+7.5%
KHC vs PRU
+20.9%
-13.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.3% |
| 7D | +2.0% | +3.6% | -1.6% | +0.9% |
| 30D | +10.6% | +8.9% | +1.8% | +8.1% |
| 3M | +0.5% | +0.2% | +0.3% | -0.2% |
| 6M | +12.1% | +23.7% | -11.7% | +7.9% |
| YTD | +8.9% | +13.7% | -4.8% | +5.5% |
| 1Y | +7.5% | +20.6% | -13.1% | +2.2% |
| All | +7.5% | +20.9% | -13.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling