-13.4%
KHC vs ITUB
+186.4%
-199.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.3% | +2.6% | -2.3% | +0.1% |
| 3M | +6.7% | +8.4% | -1.7% | +5.9% |
| 6M | +4.2% | -0.5% | +4.7% | +4.0% |
| YTD | +6.7% | +15.3% | -8.5% | +5.1% |
| 1Y | -1.4% | +28.7% | -30.1% | -3.9% |
| 3Y | -11.8% | +118.7% | -130.4% | -18.2% |
| 5Y | -13.4% | +182.7% | -196.0% | -24.1% |
| All | -13.4% | +186.4% | -199.7% | -24.1% |
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