-44.0%
KHC vs VALE
+331.5%
-375.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.2% |
| 30D | +9.1% | -15.6% | +24.8% | +11.3% |
| 3M | +1.4% | -19.5% | +20.9% | +3.9% |
| 6M | +8.4% | -31.9% | +40.2% | +13.2% |
| YTD | +6.2% | -11.0% | +17.1% | +6.7% |
| 1Y | +5.7% | -2.1% | +7.8% | +4.8% |
| 3Y | -12.0% | +1.4% | -13.4% | -14.0% |
| 5Y | -15.3% | +36.2% | -51.5% | -22.4% |
| 10Y | -51.8% | +206.4% | -258.3% | -62.0% |
| All | -44.0% | +331.5% | -375.4% | -56.9% |
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