+90.1%
KEYS vs ITUB
+186.2%
-96.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +2.2% | +1.3% | +2.9% |
| 30D | -4.5% | +12.6% | -17.1% | -7.3% |
| 3M | -0.4% | +6.4% | -6.8% | -2.3% |
| 6M | +19.1% | +0.6% | +18.5% | +18.3% |
| YTD | +66.7% | +18.8% | +47.8% | +59.7% |
| 1Y | +96.5% | +31.0% | +65.5% | +84.0% |
| 3Y | +155.2% | +118.1% | +37.1% | +114.6% |
| All | +90.1% | +186.2% | -96.1% | +51.0% |
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