+40.8%
KEY vs ITUB
+181.4%
-140.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.4% |
| 7D | +2.7% | +8.2% | -5.5% | 0.0% |
| 30D | -3.2% | +4.7% | -7.9% | -4.9% |
| 3M | +1.0% | +13.0% | -12.1% | -3.5% |
| 6M | +11.9% | +4.2% | +7.7% | +9.6% |
| YTD | +8.7% | +18.6% | -9.9% | +1.7% |
| 1Y | +18.5% | +31.3% | -12.8% | +6.5% |
| 3Y | +124.0% | +124.9% | -0.9% | +63.4% |
| 5Y | +40.8% | +195.6% | -154.8% | -11.6% |
| All | +40.8% | +181.4% | -140.6% | -11.6% |
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