+754.3%
KO vs PRU
+816.1%
-61.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +2.2% | +3.8% | -1.6% | +1.5% |
| 30D | +10.1% | +9.0% | +1.0% | +8.3% |
| 3M | +12.2% | +2.1% | +10.1% | +11.7% |
| 6M | +25.1% | +25.4% | -0.3% | +19.9% |
| YTD | +41.3% | +13.5% | +27.8% | +37.5% |
| 1Y | +41.1% | +21.3% | +19.7% | +35.6% |
| 3Y | +86.3% | +55.1% | +31.1% | +69.0% |
| 5Y | +97.8% | +43.6% | +54.2% | +80.4% |
| 10Y | +222.7% | +99.2% | +123.5% | +165.6% |
| All | +754.3% | +816.1% | -61.7% | +331.9% |
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