+1,018.0%
KEYS vs ATI
+1,154.1%
-136.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -5.6% | +9.1% | +4.8% |
| 30D | -4.5% | -13.7% | +9.3% | -1.2% |
| 3M | -0.4% | -0.4% | 0.0% | -0.3% |
| 6M | +19.1% | +26.2% | -7.1% | +13.0% |
| YTD | +66.7% | +73.2% | -6.5% | +48.2% |
| 1Y | +96.5% | +161.6% | -65.1% | +60.0% |
| 3Y | +155.2% | +346.2% | -191.0% | +83.0% |
| 5Y | +88.0% | +1,047.6% | -959.6% | +11.4% |
| All | +1,018.0% | +1,154.1% | -136.1% | +524.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling