+100.1%
KEY vs ITUB
+1,733.1%
-1,633.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -1.3% | +3.7% | -5.0% | -2.7% |
| 30D | +5.1% | -24.1% | +29.2% | +15.5% |
| 3M | -7.1% | -9.6% | +2.4% | -5.8% |
| 6M | -4.4% | -11.5% | +7.2% | -2.5% |
| YTD | +4.0% | +5.5% | -1.5% | -1.8% |
| 1Y | +23.4% | +9.9% | +13.6% | +14.2% |
| 3Y | +113.9% | +84.8% | +29.1% | +57.1% |
| 5Y | +12.3% | +182.6% | -170.3% | -33.0% |
| 10Y | +125.5% | +141.7% | -16.2% | +30.7% |
| All | +100.1% | +1,733.1% | -1,633.1% | -24.3% |
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