-56.0%
KHC vs VALE
+528.4%
-584.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +0.5% | +9.7% | -9.2% | -0.8% |
| 3M | +3.0% | +5.3% | -2.2% | +2.1% |
| 6M | +6.6% | +0.5% | +6.1% | +6.1% |
| YTD | +5.8% | +20.6% | -14.8% | +2.1% |
| 1Y | -2.2% | +57.6% | -59.8% | -9.6% |
| 3Y | -12.5% | +50.6% | -63.1% | -19.5% |
| 5Y | -13.6% | +41.8% | -55.4% | -22.1% |
| All | -56.0% | +528.4% | -584.4% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling