+366.0%
ATI vs KIM
+47.7%
+318.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -9.0% | -1.7% | -7.3% | -8.3% |
| 3M | +15.1% | -0.8% | +15.9% | +14.7% |
| 6M | +38.1% | +4.4% | +33.7% | +34.1% |
| YTD | +80.7% | +21.2% | +59.4% | +62.3% |
| 1Y | +167.5% | +10.5% | +157.0% | +151.5% |
| 3Y | +366.0% | +47.5% | +318.5% | +276.4% |
| All | +366.0% | +47.7% | +318.3% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling