-22.5%
KWEB vs ITUB
+220.1%
-242.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | +2.2% | -7.8% | -6.2% |
| 30D | -10.7% | +12.6% | -23.3% | -13.7% |
| 3M | -7.4% | +6.4% | -13.8% | -9.3% |
| 6M | -19.3% | +0.6% | -19.9% | -19.9% |
| YTD | -27.8% | +18.8% | -46.6% | -31.7% |
| 1Y | -35.9% | +31.0% | -66.9% | -41.2% |
| 3Y | -1.9% | +118.1% | -120.0% | -22.6% |
| 5Y | -43.2% | +193.0% | -236.2% | -59.6% |
| All | -22.5% | +220.1% | -242.6% | -49.3% |
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