+491.2%
VALE vs KIM
+33.1%
+458.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | +9.7% | -1.7% | +11.4% | +10.3% |
| 3M | +5.3% | -7.1% | +12.4% | +7.7% |
| 6M | +0.5% | +2.9% | -2.3% | -0.6% |
| YTD | +20.6% | +18.8% | +1.8% | +13.4% |
| 1Y | +57.6% | +9.4% | +48.2% | +52.1% |
| 3Y | +50.6% | +44.6% | +6.0% | +30.6% |
| 5Y | +41.8% | +37.9% | +3.9% | +22.8% |
| All | +491.2% | +33.1% | +458.1% | +426.4% |
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