+17.4%
KEYS vs ITUB
+1.4%
+16.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | +2.6% | -3.9% | -2.0% |
| 3M | -0.1% | +8.4% | -8.6% | -4.0% |
| 6M | +17.4% | -0.5% | +17.9% | +15.3% |
| All | +17.4% | +1.4% | +16.0% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling