-13.5%
KHC vs VALE
+47.4%
-60.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.8% | -1.8% | -2.9% | -4.6% |
| 30D | +0.3% | +6.7% | -6.4% | -0.3% |
| 3M | +6.7% | +4.9% | +1.8% | +6.2% |
| 6M | +4.2% | +3.6% | +0.6% | +3.5% |
| YTD | +6.7% | +21.9% | -15.1% | +3.3% |
| 1Y | -1.4% | +61.6% | -63.0% | -9.1% |
| All | -13.5% | +47.4% | -60.9% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling