+976.7%
ATI vs KIM
+776.3%
+200.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +1.3% | +2.8% | -1.4% | -0.4% |
| 30D | -4.8% | +15.9% | -20.6% | -13.3% |
| 3M | -19.9% | +7.8% | -27.7% | -23.9% |
| 6M | +15.4% | +11.9% | +3.5% | +6.4% |
| YTD | +59.2% | +31.0% | +28.2% | +33.2% |
| 1Y | +86.3% | +32.3% | +53.9% | +54.7% |
| 3Y | +318.2% | +65.5% | +252.7% | +196.6% |
| 5Y | +958.6% | +37.2% | +921.4% | +729.5% |
| 10Y | +996.8% | +63.9% | +932.8% | +620.4% |
| All | +976.7% | +776.3% | +200.4% | +145.7% |
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