+671.8%
KO vs PRU
+806.6%
-134.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | -1.8% | +1.9% | -3.6% | -2.1% |
| 30D | +1.4% | +2.7% | -1.3% | +0.9% |
| 3M | +15.4% | +19.5% | -4.1% | +11.7% |
| 6M | +14.3% | +26.6% | -12.4% | +9.3% |
| YTD | +27.7% | +12.3% | +15.3% | +24.5% |
| 1Y | +32.7% | +18.0% | +14.6% | +28.1% |
| 3Y | +62.2% | +47.0% | +15.2% | +48.7% |
| 5Y | +80.0% | +48.4% | +31.6% | +63.1% |
| 10Y | +175.6% | +142.4% | +33.2% | +119.8% |
| All | +671.8% | +806.6% | -134.8% | +291.2% |
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 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