+2,896.3%
KLAC vs ITUB
+220.1%
+2,676.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | -13.2% | +12.6% | -25.8% | -16.6% |
| 3M | -25.0% | +6.4% | -31.4% | -26.8% |
| 6M | +23.6% | +0.6% | +23.0% | +22.9% |
| YTD | +49.2% | +18.8% | +30.4% | +41.4% |
| 1Y | +89.3% | +31.0% | +58.3% | +73.7% |
| 3Y | +274.4% | +118.1% | +156.3% | +188.9% |
| 5Y | +440.9% | +193.0% | +247.9% | +265.3% |
| All | +2,896.3% | +220.1% | +2,676.2% | +1,760.6% |
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