+61.3%
VALE vs KEY
+19.7%
+41.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +2.9% | +2.7% | +0.2% | +1.8% |
| 30D | +8.8% | -3.2% | +12.0% | +10.0% |
| 3M | +6.8% | +1.0% | +5.8% | +6.0% |
| 6M | +6.9% | +11.9% | -5.0% | +2.2% |
| YTD | +22.8% | +8.7% | +14.1% | +17.9% |
| 1Y | +61.3% | +18.5% | +42.8% | +46.9% |
| All | +61.3% | +19.7% | +41.5% | +46.9% |
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 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