+3.7%
VALE vs KEY
+29.6%
-25.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.5% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | -19.2% | +6.8% | -26.0% | -21.5% |
| 3M | -20.7% | -5.8% | -14.9% | -18.7% |
| 6M | -25.8% | +1.4% | -27.2% | -26.6% |
| YTD | -9.8% | +7.5% | -17.3% | -14.4% |
| 1Y | +3.7% | +29.6% | -25.9% | -7.0% |
| All | +3.7% | +29.6% | -25.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling