+37.8%
VALE vs KIM
+34.6%
+3.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +14.1% | -29.2% | -19.0% |
| 3M | -18.7% | +6.0% | -24.7% | -20.4% |
| 6M | -31.5% | +13.2% | -44.7% | -34.8% |
| YTD | -11.4% | +30.4% | -41.8% | -20.1% |
| 1Y | -1.9% | +31.0% | -32.9% | -11.6% |
| 3Y | +1.7% | +67.6% | -65.9% | -18.9% |
| All | +37.8% | +34.6% | +3.3% | +17.1% |
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