+19.6%
KWEB vs VALE
+158.8%
-139.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -13.0% | +9.7% | -22.7% | -15.5% |
| 3M | -7.6% | +5.3% | -12.8% | -9.4% |
| 6M | -21.1% | +0.5% | -21.7% | -21.7% |
| YTD | -28.2% | +20.6% | -48.8% | -32.8% |
| 1Y | -34.9% | +57.6% | -92.5% | -43.8% |
| 3Y | -0.8% | +50.6% | -51.3% | -13.3% |
| 5Y | -43.6% | +41.8% | -85.4% | -50.5% |
| 10Y | -21.7% | +515.1% | -536.8% | -50.3% |
| All | +19.6% | +158.8% | -139.2% | -13.8% |
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