+145.4%
KEYS vs ATI
+341.5%
-196.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -0.3% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | -5.3% | -13.5% | +8.3% | 0.0% |
| 3M | +0.5% | +8.5% | -8.0% | -2.4% |
| 6M | +14.0% | +25.2% | -11.1% | +4.7% |
| YTD | +60.3% | +73.4% | -13.1% | +32.8% |
| 1Y | +91.3% | +160.5% | -69.2% | +39.0% |
| All | +145.4% | +341.5% | -196.2% | +50.5% |
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 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