+14.5%
KEY vs ATI
+959.5%
-945.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.9% |
| 7D | +2.9% | +4.2% | -1.2% | +1.4% |
| 30D | +8.4% | -2.5% | +11.0% | +8.6% |
| 3M | -5.8% | -19.4% | +13.7% | +0.5% |
| 6M | +5.4% | +11.1% | -5.6% | -1.1% |
| YTD | +7.1% | +59.5% | -52.5% | -13.6% |
| 1Y | +26.8% | +85.8% | -59.0% | -3.7% |
| 3Y | +128.7% | +311.9% | -183.2% | +16.4% |
| All | +14.5% | +959.5% | -945.1% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling