+665.4%
KR vs ITUB
+1,957.2%
-1,291.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.6% |
| 7D | -2.7% | +1.0% | -3.6% | -2.8% |
| 30D | +1.9% | +10.7% | -8.8% | +0.8% |
| 3M | -11.0% | +10.1% | -21.1% | -12.1% |
| 6M | -20.2% | -0.1% | -20.1% | -20.5% |
| YTD | -7.3% | +18.4% | -25.7% | -9.7% |
| 1Y | -13.1% | +31.3% | -44.4% | -16.5% |
| 3Y | +29.7% | +124.6% | -94.9% | +15.9% |
| 5Y | +48.8% | +192.0% | -143.2% | +26.7% |
| 10Y | +122.8% | +216.0% | -93.2% | +77.1% |
| All | +665.4% | +1,957.2% | -1,291.8% | +358.2% |
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 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