-43.1%
KHC vs PRU
+131.6%
-174.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.8% | +1.9% | -3.6% | -2.4% |
| 30D | -1.9% | +2.7% | -4.6% | -2.8% |
| 3M | +14.4% | +19.5% | -5.1% | +8.4% |
| 6M | +8.7% | +26.6% | -17.9% | +1.0% |
| YTD | +7.8% | +12.3% | -4.6% | +3.5% |
| 1Y | -1.5% | +18.0% | -19.6% | -7.0% |
| 3Y | -9.9% | +47.0% | -56.9% | -22.0% |
| 5Y | -10.7% | +48.4% | -59.2% | -24.8% |
| 10Y | -55.7% | +142.4% | -198.1% | -72.3% |
| All | -43.1% | +131.6% | -174.8% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling