+489.2%
VALE vs KGC
+698.0%
-208.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.3% | -5.6% | +5.4% | +1.0% |
| 30D | +8.6% | +6.1% | +2.5% | +7.0% |
| 3M | +2.0% | +17.3% | -15.4% | -2.0% |
| 6M | +2.1% | -10.3% | +12.4% | +3.6% |
| YTD | +20.2% | +3.9% | +16.4% | +18.0% |
| 1Y | +55.2% | +25.7% | +29.4% | +45.7% |
| 3Y | +45.9% | +526.0% | -480.1% | -3.2% |
| 5Y | +41.4% | +455.5% | -414.1% | -6.9% |
| All | +489.2% | +698.0% | -208.8% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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