+885.8%
KNX vs ITUB
+1,957.2%
-1,071.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +1.0% | +10.7% | -9.7% | -1.3% |
| 3M | -12.6% | +10.1% | -22.7% | -14.8% |
| 6M | +21.1% | -0.1% | +21.2% | +20.7% |
| YTD | +33.2% | +18.4% | +14.8% | +27.7% |
| 1Y | +67.8% | +31.3% | +36.5% | +56.9% |
| 3Y | +37.3% | +124.6% | -87.3% | +12.4% |
| 5Y | +41.1% | +192.0% | -150.9% | +5.4% |
| 10Y | +170.6% | +216.0% | -45.4% | +80.4% |
| All | +885.8% | +1,957.2% | -1,071.5% | +292.2% |
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