+212.3%
VALE vs KEYS
+1,113.8%
-901.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.2% |
| 7D | -0.3% | +3.5% | -3.8% | -1.9% |
| 30D | +8.6% | -4.5% | +13.1% | +10.5% |
| 3M | +2.0% | -0.4% | +2.4% | +0.6% |
| 6M | +2.1% | +19.1% | -17.0% | -8.0% |
| YTD | +20.2% | +66.7% | -46.4% | -9.7% |
| 1Y | +55.2% | +96.5% | -41.3% | +6.5% |
| 3Y | +45.9% | +155.2% | -109.3% | -16.2% |
| 5Y | +41.4% | +88.0% | -46.6% | -9.1% |
| 10Y | +513.1% | +1,046.8% | -533.7% | +5.9% |
| All | +212.3% | +1,113.8% | -901.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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