-44.5%
KHC vs VALE
+342.9%
-387.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.3% |
| 7D | -1.1% | +5.5% | -6.6% | -1.8% |
| 30D | +8.8% | -15.0% | +23.8% | +10.9% |
| 3M | -1.2% | -20.0% | +18.8% | +1.3% |
| 6M | +4.6% | -28.4% | +33.0% | +8.6% |
| YTD | +5.1% | -8.6% | +13.7% | +5.3% |
| 1Y | +6.2% | +2.0% | +4.3% | +4.8% |
| 3Y | -12.9% | +4.1% | -17.0% | -15.1% |
| 5Y | -16.8% | +46.4% | -63.2% | -24.5% |
| 10Y | -52.4% | +202.4% | -254.9% | -62.4% |
| All | -44.5% | +342.9% | -387.5% | -57.4% |
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 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