+9.8%
ITUB vs KMX
+35.0%
-25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +3.1% |
| 7D | -1.6% | +2.1% | -3.8% | -1.7% |
| 30D | -26.6% | +0.5% | -27.1% | -26.6% |
| 3M | -11.1% | -4.1% | -7.0% | -10.9% |
| 6M | -13.1% | +49.5% | -62.6% | -16.7% |
| YTD | +3.9% | +42.7% | -38.8% | 0.0% |
| 1Y | +9.8% | +35.3% | -25.6% | +5.7% |
| All | +9.8% | +35.0% | -25.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling