+115.7%
KMI vs ITUB
+143.1%
-27.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.4% |
| 7D | -0.4% | +8.2% | -8.6% | -2.4% |
| 30D | +3.7% | +4.7% | -1.0% | +2.3% |
| 3M | +3.2% | +13.0% | -9.9% | -0.4% |
| 6M | -3.0% | +4.2% | -7.2% | -4.8% |
| YTD | +19.7% | +18.6% | +1.1% | +13.2% |
| 1Y | +25.6% | +31.3% | -5.6% | +15.5% |
| 3Y | +120.2% | +124.9% | -4.7% | +72.2% |
| 5Y | +160.5% | +195.6% | -35.1% | +83.2% |
| 10Y | +134.8% | +196.4% | -61.6% | +53.4% |
| All | +115.7% | +143.1% | -27.4% | +30.7% |
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