+152.5%
KRE vs ITUB
+443.8%
-291.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -2.0% |
| 7D | +2.3% | +8.2% | -5.9% | -0.7% |
| 30D | -2.5% | +4.7% | -7.2% | -4.4% |
| 3M | +6.2% | +13.0% | -6.8% | +1.0% |
| 6M | +15.8% | +4.2% | +11.6% | +13.1% |
| YTD | +16.0% | +18.6% | -2.6% | +7.5% |
| 1Y | +16.2% | +31.3% | -15.1% | +3.3% |
| 3Y | +86.4% | +124.9% | -38.5% | +32.9% |
| 5Y | +33.0% | +195.6% | -162.7% | -18.0% |
| 10Y | +123.0% | +196.4% | -73.4% | +22.6% |
| All | +152.5% | +443.8% | -291.3% | -15.9% |
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