+638.0%
KR vs VALE
+2,276.6%
-1,638.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.9% | +9.7% | -7.8% | +0.9% |
| 3M | -11.0% | +5.3% | -16.3% | -11.7% |
| 6M | -20.2% | +0.5% | -20.8% | -20.6% |
| YTD | -7.3% | +20.6% | -27.9% | -9.7% |
| 1Y | -13.1% | +57.6% | -70.7% | -17.9% |
| 3Y | +29.7% | +50.6% | -20.8% | +22.0% |
| 5Y | +48.8% | +41.8% | +6.9% | +38.3% |
| 10Y | +122.8% | +515.1% | -392.3% | +65.3% |
| All | +638.0% | +2,276.6% | -1,638.7% | +321.6% |
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