+104.8%
KEY vs ITUB
+1,733.1%
-1,628.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | +0.5% | +4.9% | -4.3% | -1.4% |
| 30D | +6.9% | -27.2% | +34.1% | +19.4% |
| 3M | -5.0% | -6.1% | +1.1% | -5.1% |
| 6M | +0.7% | -10.7% | +11.4% | +2.3% |
| YTD | +6.5% | +5.5% | +0.9% | +0.5% |
| 1Y | +22.6% | +7.8% | +14.8% | +14.3% |
| 3Y | +125.3% | +75.0% | +50.3% | +69.2% |
| 5Y | +13.9% | +178.6% | -164.7% | -31.6% |
| 10Y | +105.3% | +162.9% | -57.5% | +15.7% |
| All | +104.8% | +1,733.1% | -1,628.4% | -22.5% |
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