+3.7%
VALE vs KNX
+45.0%
-41.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | -19.2% | -4.4% | -14.8% | -18.6% |
| 3M | -20.7% | -12.7% | -8.0% | -19.0% |
| 6M | -25.8% | +0.9% | -26.7% | -27.0% |
| YTD | -9.8% | +20.3% | -30.1% | -15.6% |
| 1Y | +3.7% | +40.9% | -37.3% | -6.4% |
| All | +3.7% | +45.0% | -41.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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