+5.1%
KDP vs VALE
+41.9%
-36.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +2.1% | +2.9% | -0.8% | +1.8% |
| 30D | +8.5% | +8.8% | -0.3% | +7.7% |
| 3M | +6.6% | +6.8% | -0.2% | +6.0% |
| 6M | +17.1% | +6.9% | +10.2% | +16.1% |
| YTD | +19.0% | +22.8% | -3.8% | +16.6% |
| 1Y | +21.8% | +61.3% | -39.5% | +16.5% |
| 3Y | +6.4% | +53.3% | -46.9% | +1.5% |
| 5Y | +5.1% | +44.9% | -39.7% | +1.5% |
| All | +5.1% | +41.9% | -36.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling