+204.8%
VALE vs KIM
+63.6%
+141.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +14.1% | -29.2% | -18.8% |
| 3M | -18.7% | +6.0% | -24.7% | -20.3% |
| 6M | -31.5% | +13.2% | -44.7% | -34.5% |
| YTD | -11.4% | +30.4% | -41.8% | -19.3% |
| 1Y | -1.9% | +31.0% | -32.9% | -10.8% |
| 3Y | +1.7% | +67.6% | -65.9% | -16.0% |
| 5Y | +35.4% | +35.8% | -0.3% | +18.0% |
| All | +204.8% | +63.6% | +141.2% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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