+117.3%
ITUB vs KMX
-26.1%
+143.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +1.0% | -3.4% | +4.4% | +1.3% |
| 30D | +10.7% | +4.0% | +6.7% | +10.2% |
| 3M | +10.1% | +24.8% | -14.7% | +6.9% |
| 6M | -0.1% | +43.6% | -43.7% | -5.2% |
| YTD | +18.4% | +56.6% | -38.2% | +11.1% |
| 1Y | +31.3% | +2.2% | +29.0% | +29.4% |
| All | +117.3% | -26.1% | +143.4% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling