+152.5%
KRE vs VALE
+313.8%
-161.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.4% |
| 30D | -2.5% | +8.8% | -11.3% | -5.1% |
| 3M | +6.2% | +6.8% | -0.5% | +3.7% |
| 6M | +15.8% | +6.9% | +8.9% | +12.6% |
| YTD | +16.0% | +22.8% | -6.8% | +7.6% |
| 1Y | +16.2% | +61.3% | -45.1% | -0.9% |
| 3Y | +86.4% | +53.3% | +33.1% | +58.8% |
| 5Y | +33.0% | +44.9% | -11.9% | +10.0% |
| 10Y | +123.0% | +486.8% | -363.8% | +9.6% |
| All | +152.5% | +313.8% | -161.3% | +10.4% |
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 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