+1,645.1%
VALE vs KGC
+647.0%
+998.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -3.2% | -6.7% | +3.5% | -1.4% |
| 30D | -15.1% | -6.7% | -8.4% | -13.7% |
| 3M | -18.7% | -22.6% | +3.9% | -13.7% |
| 6M | -31.5% | -33.4% | +2.0% | -24.7% |
| YTD | -11.4% | -26.0% | +14.6% | -6.1% |
| 1Y | -1.9% | -18.3% | +16.4% | +1.2% |
| 3Y | +1.7% | +315.8% | -314.1% | -34.6% |
| 5Y | +35.4% | +225.7% | -190.3% | -10.0% |
| 10Y | +204.8% | +610.5% | -405.6% | +41.3% |
| All | +1,645.1% | +647.0% | +998.1% | +796.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling