+176.3%
ITUB vs KIM
+63.6%
+112.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -22.2% | +14.1% | -36.3% | -26.3% |
| 3M | +2.7% | +6.0% | -3.3% | +0.1% |
| 6M | -3.0% | +13.2% | -16.2% | -8.1% |
| YTD | +7.5% | +30.4% | -22.9% | -3.9% |
| 1Y | +10.5% | +31.0% | -20.6% | -1.6% |
| 3Y | +81.0% | +67.6% | +13.4% | +42.4% |
| 5Y | +181.8% | +35.8% | +146.0% | +136.4% |
| All | +176.3% | +63.6% | +112.7% | +76.5% |
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