+38.7%
VALE vs KGC
+248.9%
-210.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -14.3% | -8.8% | -5.5% | -12.3% |
| 3M | -16.8% | -21.1% | +4.2% | -11.5% |
| 6M | -30.2% | -32.3% | +2.1% | -22.9% |
| YTD | -8.6% | -23.5% | +14.9% | -3.3% |
| 1Y | +1.6% | -15.0% | +16.6% | +4.1% |
| 3Y | +4.1% | +327.5% | -323.4% | -39.5% |
| 5Y | +38.7% | +244.3% | -205.6% | -22.5% |
| All | +38.7% | +248.9% | -210.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling