+267.2%
KLAC vs ITUB
+120.1%
+147.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.9% | -4.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.0% |
| 30D | -11.5% | +10.7% | -22.2% | -15.3% |
| 3M | -16.9% | +10.1% | -27.0% | -20.5% |
| 6M | +22.2% | -0.1% | +22.4% | +21.6% |
| YTD | +46.4% | +18.4% | +27.9% | +38.8% |
| 1Y | +91.0% | +31.3% | +59.7% | +75.0% |
| All | +267.2% | +120.1% | +147.1% | +180.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling