+96.0%
KEYS vs ITUB
+30.8%
+65.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +2.3% | +8.7% | -6.4% | -1.2% |
| 30D | -2.6% | -0.7% | -1.9% | -2.3% |
| 3M | -4.6% | +7.8% | -12.4% | -8.4% |
| 6M | +8.7% | -3.4% | +12.1% | +9.3% |
| YTD | +61.0% | +16.3% | +44.8% | +52.6% |
| 1Y | +96.0% | +29.8% | +66.2% | +71.7% |
| All | +96.0% | +30.8% | +65.2% | +71.7% |
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 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