+1,278.3%
KDP vs ATI
+183.2%
+1,095.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.2% |
| 7D | +2.2% | +6.2% | -4.0% | +1.4% |
| 30D | +19.9% | -7.1% | +27.0% | +20.6% |
| 3M | +21.5% | -21.3% | +42.8% | +24.4% |
| 6M | +30.1% | +6.5% | +23.6% | +27.9% |
| YTD | +34.9% | +53.2% | -18.2% | +26.5% |
| 1Y | +43.4% | +82.7% | -39.3% | +31.5% |
| 3Y | +29.1% | +314.3% | -285.2% | +4.2% |
| 5Y | +15.0% | +890.9% | -875.9% | -18.8% |
| 10Y | +234.1% | +1,142.3% | -908.3% | +105.7% |
| All | +1,278.3% | +183.2% | +1,095.1% | +658.5% |
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