+5.1%
KDP vs ITUB
+181.4%
-176.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | +2.1% | +8.2% | -6.2% | +1.3% |
| 30D | +8.5% | +4.7% | +3.8% | +8.0% |
| 3M | +6.6% | +13.0% | -6.4% | +5.3% |
| 6M | +17.1% | +4.2% | +12.9% | +16.4% |
| YTD | +19.0% | +18.6% | +0.5% | +16.8% |
| 1Y | +21.8% | +31.3% | -9.5% | +18.2% |
| 3Y | +6.4% | +124.9% | -118.4% | -2.7% |
| 5Y | +5.1% | +195.6% | -190.5% | -8.9% |
| All | +5.1% | +181.4% | -176.3% | -8.9% |
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