+1,003.8%
ATI vs KIM
+63.9%
+939.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | +4.7% | -1.0% | +5.7% | +5.4% |
| 30D | -0.2% | +14.8% | -15.0% | -9.1% |
| 3M | -18.5% | +8.1% | -26.6% | -22.9% |
| 6M | +16.4% | +11.7% | +4.7% | +6.9% |
| YTD | +63.4% | +30.7% | +32.7% | +35.2% |
| 1Y | +91.5% | +29.7% | +61.8% | +59.1% |
| 3Y | +329.2% | +65.1% | +264.1% | +196.3% |
| 5Y | +966.7% | +34.7% | +932.1% | +727.5% |
| 10Y | +1,003.8% | +64.1% | +939.7% | +559.9% |
| All | +1,003.8% | +63.9% | +939.9% | +559.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling