+33.3%
KORU vs ITUB
+163.1%
-129.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +3.8% |
| 7D | +20.1% | 0.0% | +20.1% | +19.9% |
| 30D | +47.5% | +2.6% | +44.9% | +43.3% |
| 3M | -30.1% | +8.4% | -38.5% | -34.1% |
| 6M | +20.1% | -0.5% | +20.7% | +27.8% |
| YTD | +166.6% | +15.3% | +151.3% | +164.1% |
| 1Y | +458.9% | +28.7% | +430.2% | +407.9% |
| 3Y | +531.8% | +118.7% | +413.1% | +294.4% |
| 5Y | +67.7% | +182.7% | -115.0% | -18.5% |
| 10Y | +91.6% | +207.6% | -116.0% | -9.1% |
| All | +33.3% | +163.1% | -129.7% | -42.1% |
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