+1,091.6%
ATI vs KIM
+33.1%
+1,058.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.9% |
| 7D | -2.7% | -1.5% | -1.2% | -1.8% |
| 30D | -13.5% | -1.7% | -11.8% | -12.6% |
| 3M | +8.5% | -7.1% | +15.7% | +13.1% |
| 6M | +25.2% | +2.9% | +22.3% | +22.0% |
| YTD | +73.4% | +18.8% | +54.6% | +53.3% |
| 1Y | +160.5% | +9.4% | +151.1% | +142.1% |
| 3Y | +347.3% | +44.6% | +302.7% | +237.6% |
| 5Y | +1,049.0% | +37.9% | +1,011.0% | +773.8% |
| All | +1,091.6% | +33.1% | +1,058.5% | +781.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KIM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling