+304.4%
KMB vs VALE
+2,275.1%
-1,970.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +1.6% | -4.6% | -3.2% |
| 30D | -5.5% | +5.1% | -10.6% | -6.0% |
| 3M | +14.0% | -0.4% | +14.4% | +13.9% |
| 6M | +4.1% | -2.2% | +6.3% | +4.1% |
| YTD | +8.0% | +20.5% | -12.5% | +5.7% |
| 1Y | -13.7% | +61.2% | -74.9% | -18.2% |
| 3Y | -5.9% | +43.1% | -49.1% | -10.4% |
| 5Y | -8.6% | +34.0% | -42.6% | -14.1% |
| 10Y | +17.3% | +469.7% | -452.4% | -11.4% |
| All | +304.4% | +2,275.1% | -1,970.7% | +140.5% |
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