+1,058.3%
KEYS vs ATI
+574.1%
+484.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.8% |
| 7D | +2.3% | -0.1% | +2.3% | +2.3% |
| 30D | -2.6% | +2.7% | -5.3% | -3.2% |
| 3M | -4.6% | +16.3% | -21.0% | -7.5% |
| 6M | +8.7% | +30.2% | -21.4% | +2.9% |
| YTD | +61.0% | +83.6% | -22.5% | +42.5% |
| 1Y | +96.0% | +173.0% | -77.0% | +60.2% |
| 3Y | +144.4% | +356.6% | -212.2% | +77.7% |
| 5Y | +80.5% | +1,074.2% | -993.7% | +9.1% |
| 10Y | +974.9% | +1,136.2% | -161.3% | +490.1% |
| All | +1,058.3% | +574.1% | +484.2% | +554.3% |
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