+1,042.5%
KGC vs ITUB
+1,920.1%
-877.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.3% | +8.7% | -10.0% | -3.4% |
| 30D | +20.3% | -0.7% | +21.0% | +20.4% |
| 3M | +8.1% | +7.8% | +0.3% | +5.9% |
| 6M | -8.8% | -3.4% | -5.4% | -7.9% |
| YTD | +10.1% | +16.3% | -6.2% | +6.1% |
| 1Y | +44.2% | +29.8% | +14.4% | +35.1% |
| 3Y | +533.0% | +111.1% | +422.0% | +420.7% |
| 5Y | +443.0% | +173.6% | +269.4% | +308.7% |
| 10Y | +678.6% | +193.2% | +485.3% | +411.3% |
| All | +1,042.5% | +1,920.1% | -877.5% | +611.7% |
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