+239.1%
KDP vs ATI
+1,002.4%
-763.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.5% |
| 7D | -4.0% | +13.0% | -16.9% | -5.0% |
| 30D | +8.5% | +0.2% | +8.3% | +8.2% |
| 3M | +20.7% | -17.5% | +38.2% | +22.3% |
| 6M | +23.2% | +18.1% | +5.1% | +20.5% |
| YTD | +30.5% | +65.7% | -35.2% | +23.3% |
| 1Y | +35.9% | +91.9% | -56.1% | +26.6% |
| 3Y | +24.8% | +335.2% | -310.4% | +5.1% |
| 5Y | +13.4% | +1,004.3% | -990.9% | -15.0% |
| All | +239.1% | +1,002.4% | -763.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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