+239.1%
KDP vs ITUB
+169.9%
+69.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.1% |
| 30D | +8.5% | -25.4% | +33.9% | +11.5% |
| 3M | +20.7% | -0.3% | +21.0% | +19.9% |
| 6M | +23.2% | -8.0% | +31.1% | +23.3% |
| YTD | +30.5% | +5.2% | +25.3% | +28.4% |
| 1Y | +35.9% | +7.4% | +28.5% | +33.3% |
| 3Y | +24.8% | +74.5% | -49.7% | +15.0% |
| 5Y | +13.4% | +175.8% | -162.4% | -2.5% |
| All | +239.1% | +169.9% | +69.1% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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