+549.6%
KGC vs ITUB
+114.2%
+435.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +1.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | +2.6% | +7.9% | +9.0% |
| 3M | +19.8% | +8.4% | +11.4% | +15.1% |
| 6M | -6.7% | -0.5% | -6.1% | -6.7% |
| YTD | +7.8% | +15.3% | -7.5% | +2.7% |
| 1Y | +35.7% | +28.7% | +7.0% | +24.1% |
| All | +549.6% | +114.2% | +435.4% | +393.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling