+666.5%
KGC vs ITUB
+1,728.2%
-1,061.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -2.9% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | -11.6% | -25.4% | +13.8% | -5.5% |
| 3M | -24.5% | -0.3% | -24.2% | -25.4% |
| 6M | -34.6% | -8.0% | -26.6% | -34.0% |
| YTD | -26.2% | +5.2% | -31.4% | -27.9% |
| 1Y | -20.1% | +7.4% | -27.5% | -22.5% |
| 3Y | +312.4% | +74.5% | +237.9% | +251.7% |
| 5Y | +224.9% | +175.8% | +49.1% | +142.4% |
| 10Y | +608.7% | +164.4% | +444.3% | +372.0% |
| All | +666.5% | +1,728.2% | -1,061.7% | +383.6% |
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