+1,701.1%
VALE vs KGC
+672.5%
+1,028.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.5% |
| 3M | -16.8% | -21.1% | +4.2% | -12.1% |
| 6M | -30.2% | -32.3% | +2.1% | -23.7% |
| YTD | -8.6% | -23.5% | +14.9% | -3.9% |
| 1Y | +1.6% | -15.0% | +16.6% | +3.7% |
| 3Y | +4.1% | +327.5% | -323.4% | -33.6% |
| 5Y | +38.7% | +244.3% | -205.6% | -9.2% |
| 10Y | +214.6% | +634.8% | -420.2% | +44.5% |
| All | +1,701.1% | +672.5% | +1,028.6% | +817.4% |
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 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