-12.9%
KMB vs ITUB
+186.4%
-199.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -4.0% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -7.5% | +2.6% | -10.1% | -7.7% |
| 3M | -0.6% | +8.4% | -9.1% | -1.1% |
| 6M | -1.5% | -0.5% | -1.0% | -1.6% |
| YTD | +1.6% | +15.3% | -13.7% | +1.0% |
| 1Y | -20.8% | +28.7% | -49.5% | -21.6% |
| 3Y | -12.4% | +118.7% | -131.1% | -15.1% |
| 5Y | -12.9% | +182.7% | -195.6% | -16.5% |
| All | -12.9% | +186.4% | -199.3% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling