+182.7%
ITUB vs KIM
+37.3%
+145.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +2.6% | -1.1% | +3.7% | +3.0% |
| 3M | +8.4% | -5.3% | +13.7% | +10.3% |
| 6M | -0.5% | +3.9% | -4.5% | -1.9% |
| YTD | +15.3% | +20.3% | -5.0% | +8.0% |
| 1Y | +28.7% | +10.4% | +18.3% | +24.1% |
| 3Y | +118.7% | +46.3% | +72.3% | +85.6% |
| 5Y | +182.7% | +37.6% | +145.1% | +131.4% |
| All | +182.7% | +37.3% | +145.4% | +131.4% |
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