-15.3%
KHC vs ITUB
+173.2%
-188.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.0% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | +9.1% | -25.4% | +34.6% | +10.5% |
| 3M | +1.4% | -0.3% | +1.7% | +0.8% |
| 6M | +8.4% | -8.0% | +16.3% | +8.1% |
| YTD | +6.2% | +5.2% | +0.9% | +4.6% |
| 1Y | +5.7% | +7.4% | -1.7% | +3.9% |
| 3Y | -12.0% | +74.5% | -86.5% | -17.3% |
| 5Y | -15.3% | +175.8% | -191.2% | -27.0% |
| All | -15.3% | +173.2% | -188.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling