+175.8%
KDP vs ATI
+1,051.1%
-875.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +2.1% | +3.2% | -1.1% | +1.8% |
| 30D | +8.5% | -9.0% | +17.5% | +9.3% |
| 3M | +6.6% | +15.1% | -8.5% | +4.9% |
| 6M | +17.1% | +38.1% | -21.1% | +13.0% |
| YTD | +19.0% | +80.7% | -61.6% | +12.0% |
| 1Y | +21.8% | +167.5% | -145.7% | +10.2% |
| 3Y | +6.4% | +366.0% | -359.5% | -10.6% |
| 5Y | +5.1% | +1,088.8% | -1,083.6% | -21.3% |
| 10Y | +175.8% | +1,055.0% | -879.2% | +93.1% |
| All | +175.8% | +1,051.1% | -875.3% | +93.1% |
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