-16.8%
KHC vs VALE
+46.3%
-63.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.5% |
| 7D | -1.1% | +5.5% | -6.6% | -1.5% |
| 30D | +8.8% | -15.0% | +23.8% | +9.9% |
| 3M | -1.2% | -20.0% | +18.8% | +0.1% |
| 6M | +4.6% | -28.4% | +33.0% | +6.8% |
| YTD | +5.1% | -8.6% | +13.7% | +4.9% |
| 1Y | +6.2% | +2.0% | +4.3% | +5.0% |
| 3Y | -12.9% | +4.1% | -17.0% | -15.4% |
| 5Y | -16.8% | +46.4% | -63.2% | -25.1% |
| All | -16.8% | +46.3% | -63.1% | -25.1% |
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