+2,275.1%
VALE vs KIM
+370.6%
+1,904.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +5.1% | -4.0% | +9.1% | +6.9% |
| 3M | -0.4% | +0.5% | -1.0% | -1.0% |
| 6M | -2.2% | +3.6% | -5.8% | -4.0% |
| YTD | +20.5% | +20.4% | +0.1% | +10.6% |
| 1Y | +61.2% | +9.7% | +51.5% | +53.6% |
| 3Y | +43.1% | +46.0% | -2.8% | +18.2% |
| 5Y | +34.0% | +34.4% | -0.5% | +11.7% |
| 10Y | +469.7% | +29.3% | +440.4% | +325.7% |
| All | +2,275.1% | +370.6% | +1,904.5% | +880.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling