+2,320.2%
VALE vs KMX
+349.5%
+1,970.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +3.4% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +8.8% | +4.1% | +4.7% | +7.2% |
| 3M | +6.8% | +27.5% | -20.8% | -2.8% |
| 6M | +6.9% | +43.6% | -36.7% | -7.8% |
| YTD | +22.8% | +56.8% | -33.9% | +1.8% |
| 1Y | +61.3% | -1.3% | +62.6% | +52.5% |
| 3Y | +53.3% | -25.4% | +78.7% | +52.5% |
| 5Y | +44.9% | -53.9% | +98.8% | +59.0% |
| 10Y | +486.8% | +0.7% | +486.1% | +334.9% |
| All | +2,320.2% | +349.5% | +1,970.7% | +816.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling