+161.6%
KEY vs ITUB
+219.0%
-57.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | -1.8% | +1.0% | -2.7% | -2.2% |
| 30D | -3.3% | +10.7% | -14.0% | -7.4% |
| 3M | -0.2% | +10.1% | -10.3% | -4.5% |
| 6M | +12.1% | -0.1% | +12.2% | +11.2% |
| YTD | +8.4% | +18.4% | -10.0% | -0.2% |
| 1Y | +17.6% | +31.3% | -13.6% | +3.3% |
| 3Y | +123.3% | +124.6% | -1.3% | +52.7% |
| 5Y | +39.5% | +192.0% | -152.5% | -18.9% |
| All | +161.6% | +219.0% | -57.3% | +47.7% |
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