-11.0%
KR vs VALE
+57.8%
-68.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +5.1% | +8.6% | -3.6% | +6.6% |
| 3M | -8.2% | +2.0% | -10.1% | -7.6% |
| 6M | -18.0% | +2.1% | -20.1% | -17.3% |
| YTD | -4.8% | +20.2% | -25.0% | -2.1% |
| 1Y | -11.0% | +55.2% | -66.2% | -1.9% |
| All | -11.0% | +57.8% | -68.9% | -1.9% |
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 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