-16.2%
KHC vs PRU
+43.3%
-59.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -2.8% | -1.8% | -4.0% |
| 30D | +8.1% | +8.5% | -0.4% | +6.3% |
| 3M | 0.0% | +1.7% | -1.7% | -0.4% |
| 6M | +7.9% | +24.8% | -16.8% | +3.4% |
| YTD | +5.3% | +13.3% | -8.0% | +2.4% |
| 1Y | +5.1% | +21.4% | -16.3% | +0.9% |
| 3Y | -12.8% | +54.8% | -67.6% | -20.7% |
| 5Y | -16.2% | +42.4% | -58.6% | -23.0% |
| All | -16.2% | +43.3% | -59.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling