+40.9%
VALE vs KMX
-54.8%
+95.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -0.3% | -3.1% | +2.9% | +0.2% |
| 30D | +8.6% | +4.4% | +4.2% | +7.9% |
| 3M | +2.0% | +18.9% | -16.9% | -0.8% |
| 6M | +2.1% | +44.3% | -42.2% | -3.9% |
| YTD | +20.2% | +58.7% | -38.5% | +11.3% |
| 1Y | +55.2% | +0.1% | +55.0% | +52.3% |
| 3Y | +45.9% | -24.4% | +70.3% | +46.7% |
| All | +40.9% | -54.8% | +95.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling