+651.2%
KO vs ITUB
+1,957.3%
-1,306.1%
-40.6%
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% | -0.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.3% |
| 30D | +1.6% | +10.7% | -9.1% | 0.0% |
| 3M | +5.8% | +10.1% | -4.3% | +4.1% |
| 6M | +14.3% | -0.1% | +14.4% | +13.8% |
| YTD | +27.3% | +18.4% | +8.9% | +23.4% |
| 1Y | +33.2% | +31.3% | +1.9% | +26.9% |
| 3Y | +64.5% | +124.6% | -60.1% | +43.1% |
| 5Y | +83.1% | +192.0% | -108.9% | +50.0% |
| 10Y | +183.9% | +216.0% | -32.1% | +117.5% |
| All | +651.2% | +1,957.3% | -1,306.1% | +325.5% |
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