+2,275.1%
VALE vs KEY
+94.6%
+2,180.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | +5.1% | -3.0% | +8.1% | +6.2% |
| 3M | -0.4% | +3.3% | -3.7% | -1.7% |
| 6M | -2.2% | +9.2% | -11.4% | -5.4% |
| YTD | +20.5% | +10.6% | +9.9% | +15.9% |
| 1Y | +61.2% | +20.4% | +40.8% | +49.8% |
| 3Y | +43.1% | +121.8% | -78.7% | +2.6% |
| 5Y | +34.0% | +41.1% | -7.2% | +5.9% |
| 10Y | +469.7% | +168.5% | +301.1% | +231.2% |
| All | +2,275.1% | +94.6% | +2,180.4% | +1,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling