-4.7%
KGC vs ITUB
+2.3%
-7.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | -1.3% | +8.7% | -10.0% | -6.7% |
| 30D | +20.3% | -0.7% | +21.0% | +20.6% |
| 3M | +8.1% | +7.8% | +0.3% | +1.0% |
| All | -4.7% | +2.3% | -7.0% | -5.9% |
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