+83.8%
KEYS vs ATI
+1,064.3%
-980.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.1% |
| 30D | -1.3% | -9.5% | +8.2% | +1.9% |
| 3M | -0.1% | +10.4% | -10.5% | -3.1% |
| 6M | +17.4% | +31.8% | -14.4% | +7.5% |
| YTD | +62.9% | +80.0% | -17.1% | +36.9% |
| 1Y | +95.7% | +175.8% | -80.1% | +45.7% |
| 3Y | +150.2% | +364.2% | -214.0% | +57.3% |
| All | +83.8% | +1,064.3% | -980.5% | -2.9% |
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