+44.9%
VALE vs KIM
+37.7%
+7.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +8.8% | -1.7% | +10.5% | +9.4% |
| 3M | +6.8% | -0.8% | +7.6% | +6.8% |
| 6M | +6.9% | +4.4% | +2.5% | +5.0% |
| YTD | +22.8% | +21.2% | +1.6% | +14.1% |
| 1Y | +61.3% | +10.5% | +50.7% | +54.7% |
| 3Y | +53.3% | +47.5% | +5.8% | +29.3% |
| 5Y | +44.9% | +37.1% | +7.8% | +19.1% |
| All | +44.9% | +37.7% | +7.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling