+208.2%
ITUB vs KMX
+11.6%
+196.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.8% |
| 30D | +12.6% | +4.4% | +8.2% | +11.6% |
| 3M | +6.4% | +18.9% | -12.5% | +2.3% |
| 6M | +0.6% | +44.3% | -43.7% | -7.6% |
| YTD | +18.8% | +58.7% | -39.9% | +6.6% |
| 1Y | +31.0% | +0.1% | +30.9% | +27.4% |
| 3Y | +118.1% | -24.4% | +142.5% | +119.3% |
| 5Y | +193.0% | -54.4% | +247.5% | +223.6% |
| All | +208.2% | +11.6% | +196.6% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling