+43.2%
VALE vs KGC
+454.1%
-410.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.9% |
| 30D | +6.7% | +10.5% | -3.8% | +3.1% |
| 3M | +4.9% | +19.8% | -14.9% | -1.5% |
| 6M | +3.6% | -6.7% | +10.3% | +4.3% |
| YTD | +21.9% | +7.8% | +14.1% | +17.0% |
| 1Y | +61.6% | +35.7% | +25.9% | +43.5% |
| 3Y | +52.1% | +553.7% | -501.6% | -22.4% |
| 5Y | +43.2% | +461.7% | -418.5% | -28.4% |
| All | +43.2% | +454.1% | -410.9% | -28.4% |
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