+14.7%
KMB vs VALE
+493.0%
-478.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -8.6% | -1.8% | -6.8% | -8.5% |
| 30D | -7.5% | +6.7% | -14.2% | -8.0% |
| 3M | -0.6% | +4.9% | -5.5% | -1.0% |
| 6M | -1.5% | +3.6% | -5.1% | -1.9% |
| YTD | +1.6% | +21.9% | -20.3% | 0.0% |
| 1Y | -20.8% | +61.6% | -82.3% | -23.6% |
| 3Y | -12.4% | +52.1% | -64.5% | -15.6% |
| 5Y | -12.9% | +43.2% | -56.1% | -17.0% |
| 10Y | +14.7% | +521.5% | -506.8% | -7.7% |
| All | +14.7% | +493.0% | -478.2% | -7.7% |
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