+82.9%
KORU vs ITUB
+220.1%
-137.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.7% |
| 7D | -1.7% | +2.2% | -3.9% | -4.1% |
| 30D | +13.5% | +12.6% | +0.9% | +1.4% |
| 3M | -45.2% | +6.4% | -51.6% | -48.4% |
| 6M | +17.1% | +0.6% | +16.5% | +23.5% |
| YTD | +154.1% | +18.8% | +135.3% | +143.6% |
| 1Y | +375.7% | +31.0% | +344.7% | +319.0% |
| 3Y | +474.0% | +118.1% | +355.9% | +240.9% |
| 5Y | +60.4% | +193.0% | -132.6% | -30.5% |
| All | +82.9% | +220.1% | -137.2% | -21.7% |
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 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