+121.9%
KRE vs ITUB
+220.1%
-98.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -1.8% | +2.2% | -4.0% | -2.6% |
| 30D | -4.5% | +12.6% | -17.1% | -8.4% |
| 3M | +2.7% | +6.4% | -3.7% | +0.1% |
| 6M | +16.9% | +0.6% | +16.3% | +15.7% |
| YTD | +15.4% | +18.8% | -3.5% | +7.4% |
| 1Y | +16.1% | +31.0% | -14.9% | +4.1% |
| 3Y | +85.7% | +118.1% | -32.4% | +36.7% |
| 5Y | +33.3% | +193.0% | -159.8% | -15.4% |
| All | +121.9% | +220.1% | -98.2% | +35.6% |
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