+175.8%
ITUB vs KIM
+33.6%
+142.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -25.4% | +13.4% | -38.9% | -28.3% |
| 3M | -0.3% | +6.5% | -6.8% | -2.3% |
| 6M | -8.0% | +10.6% | -18.5% | -11.0% |
| YTD | +5.2% | +29.9% | -24.7% | -3.4% |
| 1Y | +7.4% | +29.6% | -22.1% | -1.4% |
| 3Y | +74.5% | +64.1% | +10.5% | +44.4% |
| 5Y | +175.8% | +35.3% | +140.5% | +141.4% |
| All | +175.8% | +33.6% | +142.2% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling