+202.4%
VALE vs KEY
+109.2%
+93.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.1% |
| 7D | +5.5% | +0.5% | +4.9% | +5.3% |
| 30D | -15.0% | +6.9% | -21.8% | -17.2% |
| 3M | -20.0% | -5.0% | -15.0% | -18.7% |
| 6M | -28.4% | +0.7% | -29.1% | -28.9% |
| YTD | -8.6% | +6.5% | -15.1% | -11.2% |
| 1Y | +2.0% | +22.6% | -20.7% | -6.1% |
| 3Y | +4.1% | +125.3% | -121.2% | -27.2% |
| 5Y | +46.4% | +13.9% | +32.5% | +26.0% |
| 10Y | +202.4% | +105.3% | +97.1% | +127.9% |
| All | +202.4% | +109.2% | +93.2% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling