+177.6%
KEEL vs ITUB
+30.8%
+146.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +4.3% |
| 7D | +7.8% | +8.7% | -0.9% | -0.2% |
| 30D | -11.7% | -0.7% | -11.0% | -11.1% |
| 3M | -41.5% | +7.8% | -49.3% | -44.0% |
| 6M | +54.9% | -3.4% | +58.3% | +60.6% |
| YTD | +47.7% | +16.3% | +31.4% | +42.6% |
| 1Y | +177.6% | +29.8% | +147.8% | +163.2% |
| All | +177.6% | +30.8% | +146.8% | +163.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling