+316.1%
KMB vs ITUB
+1,728.2%
-1,412.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | +9.1% | -25.4% | +34.5% | +12.4% |
| 3M | -0.4% | -0.3% | -0.1% | -0.9% |
| 6M | +13.0% | -8.0% | +20.9% | +13.2% |
| YTD | +10.3% | +5.2% | +5.1% | +8.7% |
| 1Y | +8.2% | +7.4% | +0.8% | +6.3% |
| 3Y | +0.4% | +74.5% | -74.1% | -7.7% |
| 5Y | -2.7% | +175.8% | -178.5% | -16.6% |
| 10Y | +35.7% | +164.4% | -128.8% | +10.7% |
| All | +316.1% | +1,728.2% | -1,412.1% | +169.0% |
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