+7.6%
KDP vs ATI
+363.8%
-356.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.9% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +6.0% | +2.7% | +3.3% | +5.9% |
| 3M | +9.2% | +16.3% | -7.1% | +8.5% |
| 6M | +14.7% | +30.2% | -15.5% | +13.4% |
| YTD | +19.2% | +83.6% | -64.4% | +16.4% |
| 1Y | +15.2% | +173.0% | -157.8% | +10.8% |
| All | +7.6% | +363.8% | -356.2% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling