-11.7%
KR vs VALE
+60.7%
-72.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +1.8% |
| 30D | +4.1% | +5.1% | -1.0% | +5.0% |
| 3M | -5.2% | -0.4% | -4.8% | -5.0% |
| 6M | -12.8% | -2.2% | -10.6% | -12.4% |
| YTD | -4.6% | +20.5% | -25.1% | -2.0% |
| 1Y | -11.7% | +61.2% | -72.9% | -5.4% |
| All | -11.7% | +60.7% | -72.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling