+168.3%
VALE vs KEEL
+280.1%
-111.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.2% | -0.6% |
| 7D | -0.2% | +2.7% | -2.9% | -0.4% |
| 30D | +9.7% | +4.6% | +5.2% | +9.2% |
| 3M | +5.3% | -34.5% | +39.7% | +6.9% |
| 6M | +0.5% | +59.3% | -58.7% | -3.4% |
| YTD | +20.6% | +46.4% | -25.8% | +15.9% |
| 1Y | +57.6% | +96.6% | -39.0% | +47.0% |
| 3Y | +50.6% | +182.0% | -131.4% | +31.4% |
| 5Y | +41.8% | -38.2% | +80.1% | +26.0% |
| All | +168.3% | +280.1% | -111.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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