+61.2%
VALE vs KMX
+5.0%
+56.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +1.4% |
| 30D | +5.1% | +11.7% | -6.6% | +4.1% |
| 3M | -0.4% | +34.9% | -35.3% | -3.1% |
| 6M | -2.2% | +50.3% | -52.5% | -6.4% |
| YTD | +20.5% | +63.8% | -43.3% | +14.9% |
| 1Y | +61.2% | +3.8% | +57.3% | +54.6% |
| All | +61.2% | +5.0% | +56.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling