+115.7%
KMI vs VALE
+24.3%
+91.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -0.4% | +2.9% | -3.3% | -1.1% |
| 30D | +3.7% | +8.8% | -5.1% | +1.4% |
| 3M | +3.2% | +6.8% | -3.6% | +1.1% |
| 6M | -3.0% | +6.9% | -9.9% | -5.4% |
| YTD | +19.7% | +22.8% | -3.2% | +12.1% |
| 1Y | +25.6% | +61.3% | -35.6% | +9.6% |
| 3Y | +120.2% | +53.3% | +66.9% | +90.6% |
| 5Y | +160.5% | +44.9% | +115.6% | +121.5% |
| 10Y | +134.8% | +486.8% | -352.0% | +30.6% |
| All | +115.7% | +24.3% | +91.4% | +52.4% |
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