-8.6%
KMB vs ITUB
+125.3%
-133.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.0% |
| 7D | -2.7% | +8.2% | -11.0% | -3.1% |
| 30D | -5.0% | +4.7% | -9.7% | -5.3% |
| 3M | +6.6% | +13.0% | -6.5% | +5.7% |
| 6M | +1.0% | +4.2% | -3.2% | +0.7% |
| YTD | +6.0% | +18.6% | -12.6% | +5.3% |
| 1Y | -16.6% | +31.3% | -47.9% | -17.5% |
| 3Y | -8.6% | +124.9% | -133.5% | -12.1% |
| All | -8.6% | +125.3% | -133.9% | -12.1% |
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 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