-43.7%
KHC vs PRU
+126.4%
-170.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.4% |
| 30D | +12.0% | +6.1% | +5.8% | +10.0% |
| 3M | +0.2% | -0.7% | +0.9% | +0.3% |
| 6M | +10.3% | +22.1% | -11.7% | +3.8% |
| YTD | +6.7% | +9.8% | -3.0% | +3.2% |
| 1Y | +10.9% | +19.4% | -8.5% | +4.4% |
| 3Y | -12.6% | +50.4% | -63.0% | -24.9% |
| 5Y | -16.3% | +37.2% | -53.4% | -27.5% |
| 10Y | -53.2% | +119.5% | -172.8% | -69.8% |
| All | -43.7% | +126.4% | -170.0% | -64.0% |
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 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