+5,362.8%
KLAC vs VALE
+2,320.2%
+3,042.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.2% |
| 7D | +10.6% | +2.9% | +7.7% | +9.6% |
| 30D | -4.5% | +8.8% | -13.3% | -7.2% |
| 3M | -10.3% | +6.8% | -17.0% | -12.0% |
| 6M | +40.9% | +6.9% | +34.0% | +38.0% |
| YTD | +56.1% | +22.8% | +33.3% | +46.5% |
| 1Y | +109.0% | +61.3% | +47.8% | +80.7% |
| 3Y | +288.8% | +53.3% | +235.5% | +238.0% |
| 5Y | +489.1% | +44.9% | +444.3% | +398.4% |
| 10Y | +3,041.8% | +486.8% | +2,555.0% | +1,523.6% |
| All | +5,362.8% | +2,320.2% | +3,042.6% | +1,126.9% |
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