+655.3%
KGC vs ITUB
+219.0%
+436.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.8% |
| 7D | -8.4% | +1.0% | -9.4% | -8.6% |
| 30D | +6.3% | +10.7% | -4.4% | +4.1% |
| 3M | +22.4% | +10.1% | +12.4% | +20.0% |
| 6M | -11.4% | -0.1% | -11.3% | -11.4% |
| YTD | +3.1% | +18.4% | -15.3% | +0.1% |
| 1Y | +26.6% | +31.3% | -4.7% | +20.7% |
| 3Y | +525.6% | +124.6% | +401.0% | +443.4% |
| 5Y | +451.7% | +192.0% | +259.7% | +357.4% |
| All | +655.3% | +219.0% | +436.4% | +391.8% |
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 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