+43.2%
KO vs VALE
+3.0%
+40.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +1.1% |
| 7D | +4.4% | -0.3% | +4.8% | +4.4% |
| 30D | +10.7% | -19.2% | +30.0% | +10.5% |
| 3M | +11.3% | -20.7% | +32.1% | +11.1% |
| 6M | +24.0% | -25.8% | +49.8% | +24.0% |
| YTD | +39.7% | -9.8% | +49.5% | +40.3% |
| 1Y | +43.2% | +3.7% | +39.6% | +44.9% |
| All | +43.2% | +3.0% | +40.3% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling