+5,968.8%
KLAC vs ITUB
+1,959.7%
+4,009.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.2% |
| 7D | +10.6% | +8.2% | +2.3% | +7.9% |
| 30D | -4.5% | +4.7% | -9.2% | -6.1% |
| 3M | -10.3% | +13.0% | -23.3% | -13.7% |
| 6M | +40.9% | +4.2% | +36.7% | +38.8% |
| YTD | +56.1% | +18.6% | +37.5% | +48.3% |
| 1Y | +109.0% | +31.3% | +77.8% | +92.3% |
| 3Y | +288.8% | +124.9% | +164.0% | +199.5% |
| 5Y | +489.1% | +195.6% | +293.5% | +303.0% |
| 10Y | +3,041.8% | +196.4% | +2,845.4% | +1,869.1% |
| All | +5,968.8% | +1,959.7% | +4,009.1% | +1,769.9% |
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 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