+1,052.7%
KEYS vs ITUB
+154.8%
+898.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.2% |
| 7D | +0.9% | +1.0% | 0.0% | +0.7% |
| 30D | -5.3% | +10.7% | -16.0% | -7.5% |
| 3M | +0.5% | +10.1% | -9.6% | -1.9% |
| 6M | +14.0% | -0.1% | +14.2% | +13.6% |
| YTD | +60.3% | +18.4% | +41.9% | +53.9% |
| 1Y | +91.3% | +31.3% | +60.0% | +79.6% |
| 3Y | +146.1% | +124.6% | +21.5% | +104.5% |
| 5Y | +80.8% | +192.0% | -111.2% | +38.5% |
| 10Y | +1,002.8% | +216.0% | +786.8% | +677.4% |
| All | +1,052.7% | +154.8% | +898.0% | +676.8% |
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