+1,844.4%
ITUB vs KIM
+389.5%
+1,454.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | -0.7% | -4.0% | +3.3% | +1.2% |
| 3M | +7.8% | +0.5% | +7.2% | +7.2% |
| 6M | -3.4% | +3.6% | -7.0% | -5.2% |
| YTD | +16.3% | +20.4% | -4.2% | +6.0% |
| 1Y | +29.8% | +9.7% | +20.1% | +23.5% |
| 3Y | +111.1% | +46.0% | +65.1% | +70.6% |
| 5Y | +173.6% | +34.4% | +139.1% | +123.6% |
| 10Y | +193.2% | +29.3% | +163.9% | +117.1% |
| All | +1,844.4% | +389.5% | +1,454.9% | +996.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling