+121.9%
KRE vs VALE
+526.3%
-404.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | -4.5% | +8.6% | -13.1% | -7.0% |
| 3M | +2.7% | +2.0% | +0.8% | +1.7% |
| 6M | +16.9% | +2.1% | +14.7% | +15.2% |
| YTD | +15.4% | +20.2% | -4.9% | +7.6% |
| 1Y | +16.1% | +55.2% | -39.1% | 0.0% |
| 3Y | +85.7% | +45.9% | +39.8% | +60.3% |
| 5Y | +33.3% | +41.4% | -8.1% | +10.7% |
| All | +121.9% | +526.3% | -404.4% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling