+123.6%
KEY vs ATI
+363.8%
-240.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -3.0% | +2.7% | -5.7% | -4.1% |
| 3M | +3.3% | +16.3% | -13.0% | -2.3% |
| 6M | +9.2% | +30.2% | -21.0% | -1.3% |
| YTD | +10.6% | +83.6% | -72.9% | -11.3% |
| 1Y | +20.4% | +173.0% | -152.6% | -16.8% |
| All | +123.6% | +363.8% | -240.2% | +14.4% |
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