-43.1%
KHC vs VALE
+484.1%
-527.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +1.6% | -3.4% | -2.0% |
| 30D | -1.9% | +5.1% | -7.0% | -2.5% |
| 3M | +14.4% | -0.4% | +14.8% | +14.2% |
| 6M | +8.7% | -2.2% | +10.9% | +8.6% |
| YTD | +7.8% | +20.5% | -12.8% | +4.5% |
| 1Y | -1.5% | +61.2% | -62.7% | -8.2% |
| 3Y | -9.9% | +43.1% | -53.0% | -15.5% |
| 5Y | -10.7% | +34.0% | -44.7% | -17.5% |
| 10Y | -55.7% | +469.7% | -525.4% | -67.2% |
| All | -43.1% | +484.1% | -527.2% | -57.8% |
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