+38.3%
KMB vs VALE
+204.8%
-166.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | +10.1% | -15.1% | +25.1% | +11.3% |
| 3M | 0.0% | -18.7% | +18.7% | +1.4% |
| 6M | +15.7% | -31.5% | +47.2% | +18.6% |
| YTD | +12.6% | -11.4% | +24.1% | +13.3% |
| 1Y | +10.1% | -1.9% | +12.0% | +10.0% |
| 3Y | +2.1% | +1.7% | +0.5% | +1.2% |
| 5Y | -0.7% | +35.4% | -36.1% | -5.6% |
| All | +38.3% | +204.8% | -166.5% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling