+587.2%
KGC vs ITUB
+175.8%
+411.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.2% |
| 7D | -6.7% | +1.9% | -8.5% | -7.0% |
| 30D | -6.7% | -22.2% | +15.5% | -2.7% |
| 3M | -22.6% | +2.7% | -25.3% | -23.8% |
| 6M | -33.4% | -3.0% | -30.5% | -33.7% |
| YTD | -26.0% | +7.5% | -33.5% | -27.4% |
| 1Y | -18.3% | +10.5% | -28.8% | -20.3% |
| 3Y | +315.8% | +81.0% | +234.8% | +273.4% |
| 5Y | +225.7% | +181.8% | +43.9% | +174.1% |
| All | +587.2% | +175.8% | +411.4% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling