+208.2%
ITUB vs KIM
+32.5%
+175.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | +12.6% | -3.0% | +15.6% | +14.0% |
| 3M | +6.4% | -8.9% | +15.3% | +10.3% |
| 6M | +0.6% | +2.4% | -1.8% | -0.5% |
| YTD | +18.8% | +18.3% | +0.5% | +10.6% |
| 1Y | +31.0% | +8.2% | +22.8% | +26.2% |
| 3Y | +118.1% | +44.0% | +74.0% | +82.4% |
| 5Y | +193.0% | +37.3% | +155.7% | +144.4% |
| All | +208.2% | +32.5% | +175.7% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling