+160.2%
KNX vs ITUB
+220.1%
-59.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | +2.2% | -7.8% | -5.9% |
| 30D | -4.4% | +12.6% | -17.0% | -6.3% |
| 3M | -17.3% | +6.4% | -23.7% | -18.4% |
| 6M | +22.6% | +0.6% | +22.0% | +22.2% |
| YTD | +31.1% | +18.8% | +12.3% | +27.3% |
| 1Y | +60.2% | +31.0% | +29.2% | +52.9% |
| 3Y | +35.8% | +118.1% | -82.3% | +18.5% |
| 5Y | +38.9% | +193.0% | -154.1% | +13.2% |
| All | +160.2% | +220.1% | -59.9% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling