+1,117.5%
KDP vs ITUB
+135.7%
+981.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | +8.7% | -7.4% | 0.0% |
| 30D | +6.0% | -0.7% | +6.7% | +6.0% |
| 3M | +9.2% | +7.8% | +1.4% | +7.8% |
| 6M | +14.7% | -3.4% | +18.1% | +14.9% |
| YTD | +19.2% | +16.3% | +2.9% | +15.8% |
| 1Y | +15.2% | +29.8% | -14.7% | +9.8% |
| 3Y | +6.0% | +111.1% | -105.1% | -7.5% |
| 5Y | +5.4% | +173.6% | -168.1% | -13.7% |
| 10Y | +171.9% | +193.2% | -21.4% | +104.4% |
| All | +1,117.5% | +135.7% | +981.7% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling