-10.9%
KMB vs VALE
+41.9%
-52.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -2.7% | +2.9% | -5.6% | -2.8% |
| 30D | -5.0% | +8.8% | -13.8% | -5.2% |
| 3M | +6.6% | +6.8% | -0.2% | +6.4% |
| 6M | +1.0% | +6.9% | -5.9% | +0.8% |
| YTD | +6.0% | +22.8% | -16.9% | +5.6% |
| 1Y | -16.6% | +61.3% | -77.9% | -17.3% |
| 3Y | -8.6% | +53.3% | -61.9% | -9.6% |
| 5Y | -10.9% | +44.9% | -55.7% | -13.1% |
| All | -10.9% | +41.9% | -52.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling