+170.1%
KDP vs ITUB
+219.0%
-48.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.7% | -2.2% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +7.8% | +10.7% | -2.9% | +6.5% |
| 3M | -0.1% | +10.1% | -10.1% | -1.3% |
| 6M | +14.0% | -0.1% | +14.1% | +13.7% |
| YTD | +15.1% | +18.4% | -3.4% | +12.4% |
| 1Y | +18.5% | +31.3% | -12.8% | +14.2% |
| 3Y | +2.9% | +124.6% | -121.7% | -7.6% |
| 5Y | +3.0% | +192.0% | -189.0% | -11.9% |
| All | +170.1% | +219.0% | -48.9% | +112.3% |
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