-13.5%
KHC vs VALE
+41.9%
-55.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.2% | +2.9% | -5.1% | -2.4% |
| 30D | -0.1% | +8.8% | -8.9% | -0.6% |
| 3M | +8.3% | +6.8% | +1.6% | +7.8% |
| 6M | +5.0% | +6.9% | -1.9% | +4.3% |
| YTD | +8.0% | +22.8% | -14.8% | +6.0% |
| 1Y | -1.1% | +61.3% | -62.4% | -5.1% |
| 3Y | -10.7% | +53.3% | -64.0% | -15.0% |
| 5Y | -13.5% | +44.9% | -58.4% | -18.4% |
| All | -13.5% | +41.9% | -55.4% | -18.4% |
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 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