+32.8%
KDP vs VALE
-29.1%
+61.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.0% |
| 7D | +8.2% | +5.5% | +2.7% | +7.6% |
| 30D | +18.4% | -15.0% | +33.3% | +18.3% |
| 3M | +29.2% | -20.0% | +49.2% | +29.4% |
| All | +32.8% | -29.1% | +61.9% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling