+1,121.6%
ATI vs KMX
+4,407.5%
-3,285.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | 0.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | -9.0% | +4.1% | -13.1% | -10.5% |
| 3M | +15.1% | +27.5% | -12.4% | +4.2% |
| 6M | +38.1% | +43.6% | -5.4% | +18.5% |
| YTD | +80.7% | +56.8% | +23.9% | +48.5% |
| 1Y | +167.5% | -1.3% | +168.8% | +152.7% |
| 3Y | +366.0% | -25.4% | +391.4% | +373.0% |
| 5Y | +1,088.8% | -53.9% | +1,142.7% | +1,259.3% |
| 10Y | +1,055.0% | +0.7% | +1,054.3% | +878.6% |
| All | +1,121.6% | +4,407.5% | -3,285.9% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling