+52.0%
KR vs ITUB
+186.2%
-134.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | +2.2% | -2.4% | -0.2% |
| 30D | +5.1% | +12.6% | -7.6% | +4.7% |
| 3M | -8.2% | +6.4% | -14.6% | -8.3% |
| 6M | -18.0% | +0.6% | -18.6% | -18.1% |
| YTD | -4.8% | +18.8% | -23.6% | -6.0% |
| 1Y | -11.0% | +31.0% | -42.0% | -12.7% |
| 3Y | +37.7% | +118.1% | -80.4% | +29.6% |
| All | +52.0% | +186.2% | -134.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling