+1,314.5%
KDP vs VALE
-17.8%
+1,332.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.2% |
| 7D | +8.2% | +5.5% | +2.7% | +7.5% |
| 30D | +18.4% | -15.0% | +33.3% | +20.8% |
| 3M | +29.2% | -20.0% | +49.2% | +32.8% |
| 6M | +32.3% | -28.4% | +60.6% | +37.7% |
| YTD | +38.5% | -8.6% | +47.1% | +39.1% |
| 1Y | +48.5% | +2.0% | +46.5% | +47.0% |
| 3Y | +32.5% | +4.1% | +28.4% | +29.5% |
| 5Y | +19.7% | +46.4% | -26.8% | +9.2% |
| 10Y | +256.4% | +202.4% | +54.0% | +174.0% |
| All | +1,314.5% | -17.8% | +1,332.3% | +954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling