+52.0%
KR vs VALE
+40.3%
+11.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +5.1% | +8.6% | -3.6% | +4.9% |
| 3M | -8.2% | +2.0% | -10.1% | -8.2% |
| 6M | -18.0% | +2.1% | -20.1% | -18.2% |
| YTD | -4.8% | +20.2% | -25.0% | -5.9% |
| 1Y | -11.0% | +55.2% | -66.2% | -13.4% |
| 3Y | +37.7% | +45.9% | -8.2% | +34.3% |
| All | +52.0% | +40.3% | +11.7% | +38.2% |
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