-44.0%
KHC vs ITUB
+197.2%
-241.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.5% |
| 30D | +9.1% | -25.4% | +34.6% | +13.4% |
| 3M | +1.4% | -0.3% | +1.7% | +0.4% |
| 6M | +8.4% | -8.0% | +16.3% | +8.3% |
| YTD | +6.2% | +5.2% | +0.9% | +3.3% |
| 1Y | +5.7% | +7.4% | -1.7% | +2.4% |
| 3Y | -12.0% | +74.5% | -86.5% | -22.3% |
| 5Y | -15.3% | +175.8% | -191.2% | -32.9% |
| 10Y | -51.8% | +164.4% | -216.3% | -64.2% |
| All | -44.0% | +197.2% | -241.1% | -58.4% |
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