+1,117.5%
KDP vs ATI
+239.4%
+878.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +6.0% | +2.7% | +3.3% | +5.5% |
| 3M | +9.2% | +16.3% | -7.1% | +6.7% |
| 6M | +14.7% | +30.2% | -15.5% | +10.3% |
| YTD | +19.2% | +83.6% | -64.4% | +9.8% |
| 1Y | +15.2% | +173.0% | -157.8% | +0.8% |
| 3Y | +6.0% | +356.6% | -350.7% | -15.1% |
| 5Y | +5.4% | +1,074.2% | -1,068.8% | -26.9% |
| 10Y | +171.9% | +1,136.2% | -964.3% | +68.2% |
| All | +1,117.5% | +239.4% | +878.1% | +558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling