-43.1%
KHC vs ITUB
+228.4%
-271.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | +8.7% | -10.5% | -3.1% |
| 30D | -1.9% | -0.7% | -1.2% | -1.8% |
| 3M | +14.4% | +7.8% | +6.6% | +12.8% |
| 6M | +8.7% | -3.4% | +12.1% | +8.8% |
| YTD | +7.8% | +16.3% | -8.5% | +4.3% |
| 1Y | -1.5% | +29.8% | -31.3% | -6.6% |
| 3Y | -9.9% | +111.1% | -120.9% | -22.2% |
| 5Y | -10.7% | +173.6% | -184.3% | -28.5% |
| 10Y | -55.7% | +193.2% | -249.0% | -67.2% |
| All | -43.1% | +228.4% | -271.5% | -58.0% |
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 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