+17.9%
KDP vs VALE
+48.9%
-31.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.6% |
| 7D | +0.3% | +5.6% | -5.2% | -0.1% |
| 30D | +16.3% | -12.1% | +28.4% | +17.4% |
| 3M | +24.0% | -16.3% | +40.3% | +25.6% |
| 6M | +30.0% | -26.0% | +55.9% | +32.9% |
| YTD | +36.1% | -5.5% | +41.6% | +36.0% |
| 1Y | +46.8% | +6.7% | +40.1% | +45.1% |
| 3Y | +30.5% | +10.2% | +20.3% | +27.5% |
| 5Y | +17.9% | +49.7% | -31.8% | +10.2% |
| All | +17.9% | +48.9% | -31.0% | +10.2% |
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 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