+1,882.6%
ITUB vs KMX
+365.9%
+1,516.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +3.4% |
| 7D | +8.2% | -0.7% | +9.0% | +8.4% |
| 30D | +4.7% | +4.1% | +0.6% | +3.2% |
| 3M | +13.0% | +27.5% | -14.5% | +3.1% |
| 6M | +4.2% | +43.6% | -39.4% | -9.7% |
| YTD | +18.6% | +56.8% | -38.2% | -1.1% |
| 1Y | +31.3% | -1.3% | +32.6% | +24.3% |
| 3Y | +124.9% | -25.4% | +150.3% | +123.0% |
| 5Y | +195.6% | -53.9% | +249.5% | +221.8% |
| 10Y | +196.4% | +0.7% | +195.7% | +113.4% |
| All | +1,882.6% | +365.9% | +1,516.7% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling