+474.0%
KORU vs ITUB
+120.9%
+353.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.5% |
| 7D | -1.7% | +2.2% | -3.9% | -5.5% |
| 30D | +13.5% | +12.6% | +0.9% | -5.3% |
| 3M | -45.2% | +6.4% | -51.6% | -50.4% |
| 6M | +17.1% | +0.6% | +16.5% | +24.6% |
| YTD | +154.1% | +18.8% | +135.3% | +141.4% |
| 1Y | +375.7% | +31.0% | +344.7% | +303.5% |
| 3Y | +474.0% | +118.1% | +355.9% | +177.7% |
| All | +474.0% | +120.9% | +353.1% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling