+1,090.2%
ATI vs KMX
+11.6%
+1,078.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -5.6% | -3.1% | -2.5% | -4.4% |
| 30D | -13.7% | +4.4% | -18.2% | -15.5% |
| 3M | -0.4% | +18.9% | -19.3% | -8.6% |
| 6M | +26.2% | +44.3% | -18.1% | +5.2% |
| YTD | +73.2% | +58.7% | +14.5% | +36.5% |
| 1Y | +161.6% | +0.1% | +161.5% | +145.0% |
| 3Y | +346.2% | -24.4% | +370.6% | +354.8% |
| 5Y | +1,047.6% | -54.4% | +1,102.1% | +1,313.3% |
| All | +1,090.2% | +11.6% | +1,078.6% | +664.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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