+43.5%
KDP vs VALE
+3.0%
+40.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +5.5% |
| 7D | +5.3% | -0.3% | +5.7% | +5.3% |
| 30D | +19.1% | -19.2% | +38.3% | +20.6% |
| 3M | +19.2% | -20.7% | +39.9% | +20.7% |
| 6M | +29.3% | -25.8% | +55.1% | +31.7% |
| YTD | +35.5% | -9.8% | +45.3% | +33.5% |
| 1Y | +43.5% | +3.7% | +39.8% | +34.2% |
| All | +43.5% | +3.0% | +40.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling