-49.9%
KHC vs ITUB
+175.8%
-225.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +2.0% | +1.9% | +0.1% | +1.7% |
| 30D | +10.6% | -22.2% | +32.8% | +14.1% |
| 3M | +0.5% | +2.7% | -2.2% | -1.0% |
| 6M | +12.1% | -3.0% | +15.0% | +11.1% |
| YTD | +8.9% | +7.5% | +1.4% | +5.6% |
| 1Y | +7.5% | +10.5% | -3.0% | +3.7% |
| 3Y | -10.7% | +81.0% | -91.7% | -21.7% |
| 5Y | -13.2% | +181.8% | -195.0% | -31.8% |
| All | -49.9% | +175.8% | -225.7% | -61.8% |
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