-56.0%
KHC vs ITUB
+219.0%
-275.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +0.5% | +10.7% | -10.2% | -1.1% |
| 3M | +3.0% | +10.1% | -7.0% | +1.2% |
| 6M | +6.6% | -0.1% | +6.8% | +6.2% |
| YTD | +5.8% | +18.4% | -12.6% | +2.0% |
| 1Y | -2.2% | +31.3% | -33.5% | -7.5% |
| 3Y | -12.5% | +124.6% | -137.2% | -25.6% |
| 5Y | -13.6% | +192.0% | -205.6% | -32.2% |
| All | -56.0% | +219.0% | -275.0% | -67.9% |
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 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