+1,136.8%
ATI vs KIM
+34.7%
+1,102.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +2.4% | -1.0% | +3.4% | +3.0% |
| 30D | -9.5% | -1.1% | -8.4% | -8.9% |
| 3M | +10.4% | -5.3% | +15.7% | +13.5% |
| 6M | +31.8% | +3.9% | +27.9% | +27.5% |
| YTD | +80.0% | +20.3% | +59.7% | +57.8% |
| 1Y | +175.8% | +10.4% | +165.4% | +154.7% |
| 3Y | +364.2% | +46.3% | +317.9% | +247.6% |
| 5Y | +1,076.9% | +37.6% | +1,039.3% | +796.8% |
| All | +1,136.8% | +34.7% | +1,102.1% | +807.9% |
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