+930.3%
ATI vs KMX
-2.3%
+932.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.2% |
| 7D | +4.2% | +3.4% | +0.8% | +2.7% |
| 30D | -2.5% | +6.8% | -9.4% | -5.7% |
| 3M | -19.4% | -11.4% | -8.0% | -16.1% |
| 6M | +11.1% | +43.6% | -32.5% | -7.0% |
| YTD | +59.5% | +37.7% | +21.8% | +32.7% |
| 1Y | +85.8% | +53.0% | +32.8% | +46.8% |
| 3Y | +311.9% | -16.3% | +328.2% | +294.7% |
| 5Y | +963.2% | -64.2% | +1,027.5% | +1,391.1% |
| All | +930.3% | -2.3% | +932.6% | +637.4% |
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