+1,141.3%
ATI vs KIM
+705.3%
+436.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +2.7% | -4.0% | +6.7% | +5.1% |
| 3M | +16.3% | +0.5% | +15.8% | +15.1% |
| 6M | +30.2% | +3.6% | +26.6% | +26.5% |
| YTD | +83.6% | +20.4% | +63.1% | +62.4% |
| 1Y | +173.0% | +9.7% | +163.3% | +154.7% |
| 3Y | +356.6% | +46.0% | +310.7% | +250.8% |
| 5Y | +1,074.2% | +34.4% | +1,039.7% | +832.4% |
| 10Y | +1,136.2% | +29.3% | +1,106.9% | +843.1% |
| All | +1,141.3% | +705.3% | +436.0% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling