+13.5%
KMB vs ITUB
+220.1%
-206.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.5% | +2.2% | -8.7% | -6.7% |
| 30D | -8.8% | +12.6% | -21.4% | -9.7% |
| 3M | -2.2% | +6.4% | -8.6% | -2.8% |
| 6M | +0.7% | +0.6% | +0.1% | +0.4% |
| YTD | +1.0% | +18.8% | -17.8% | -0.6% |
| 1Y | -20.3% | +31.0% | -51.3% | -22.3% |
| 3Y | -13.3% | +118.1% | -131.3% | -19.5% |
| 5Y | -12.9% | +193.0% | -206.0% | -22.5% |
| All | +13.5% | +220.1% | -206.6% | -5.1% |
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