+307.5%
KMB vs ITUB
+1,920.1%
-1,612.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -3.0% | +8.7% | -11.7% | -4.0% |
| 30D | -5.5% | -0.7% | -4.8% | -5.4% |
| 3M | +14.0% | +7.8% | +6.2% | +12.8% |
| 6M | +4.1% | -3.4% | +7.5% | +4.2% |
| YTD | +8.0% | +16.3% | -8.2% | +5.8% |
| 1Y | -13.7% | +29.8% | -43.6% | -16.8% |
| 3Y | -5.9% | +111.1% | -117.0% | -15.0% |
| 5Y | -8.6% | +173.6% | -182.2% | -21.3% |
| 10Y | +17.3% | +193.2% | -176.0% | -5.0% |
| All | +307.5% | +1,920.1% | -1,612.6% | +161.9% |
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