+114.6%
KEY vs ATI
+915.7%
-801.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -2.0% |
| 7D | -1.3% | +6.2% | -7.4% | -3.4% |
| 30D | +5.1% | -7.1% | +12.2% | +7.0% |
| 3M | -7.1% | -21.3% | +14.2% | -0.3% |
| 6M | -4.4% | +6.5% | -10.9% | -8.6% |
| YTD | +4.0% | +53.2% | -49.2% | -13.2% |
| 1Y | +23.4% | +82.7% | -59.3% | -3.2% |
| 3Y | +113.9% | +314.3% | -200.4% | +20.2% |
| 5Y | +12.3% | +890.9% | -878.6% | -54.5% |
| 10Y | +125.5% | +1,142.3% | -1,016.9% | -25.4% |
| All | +114.6% | +915.7% | -801.1% | -44.3% |
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