+19.7%
KDP vs ITUB
+182.0%
-162.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +8.2% | +4.9% | +3.3% | +7.8% |
| 30D | +18.4% | -27.2% | +45.6% | +21.3% |
| 3M | +29.2% | -6.1% | +35.3% | +29.0% |
| 6M | +32.3% | -10.7% | +42.9% | +32.5% |
| YTD | +38.5% | +5.5% | +33.0% | +36.2% |
| 1Y | +48.5% | +7.8% | +40.7% | +45.6% |
| 3Y | +32.5% | +75.0% | -42.5% | +22.7% |
| 5Y | +19.7% | +178.6% | -158.9% | +1.3% |
| All | +19.7% | +182.0% | -162.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling