+154.0%
KMI vs VALE
+40.1%
+113.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.7% | +9.7% | -11.4% | -3.5% |
| 3M | -1.9% | +5.3% | -7.2% | -3.1% |
| 6M | -4.3% | +0.5% | -4.9% | -5.0% |
| YTD | +15.8% | +20.6% | -4.8% | +10.1% |
| 1Y | +17.6% | +57.6% | -40.0% | +5.3% |
| 3Y | +113.1% | +50.6% | +62.6% | +89.7% |
| 5Y | +154.0% | +41.8% | +112.1% | +133.9% |
| All | +154.0% | +40.1% | +113.8% | +133.9% |
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 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