+603.1%
KO vs VALE
+2,276.6%
-1,673.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | +9.7% | -8.2% | +0.4% |
| 3M | +5.8% | +5.3% | +0.5% | +4.9% |
| 6M | +14.3% | +0.5% | +13.7% | +13.8% |
| YTD | +27.3% | +20.6% | +6.7% | +23.6% |
| 1Y | +33.2% | +57.6% | -24.4% | +24.8% |
| 3Y | +64.5% | +50.6% | +13.9% | +53.5% |
| 5Y | +83.1% | +41.8% | +41.3% | +68.5% |
| 10Y | +183.9% | +515.1% | -331.2% | +104.2% |
| All | +603.1% | +2,276.6% | -1,673.6% | +300.6% |
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