+448.4%
KGC vs ATI
+1,117.2%
-668.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.9% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +20.3% | +2.7% | +17.6% | +19.4% |
| 3M | +8.1% | +16.3% | -8.2% | +4.6% |
| 6M | -8.8% | +30.2% | -38.9% | -13.7% |
| YTD | +10.1% | +83.6% | -73.5% | -2.6% |
| 1Y | +44.2% | +173.0% | -128.8% | +17.9% |
| 3Y | +533.0% | +356.6% | +176.4% | +351.2% |
| 5Y | +443.0% | +1,074.2% | -631.2% | +214.8% |
| 10Y | +678.6% | +1,136.2% | -457.7% | +272.3% |
| All | +448.4% | +1,117.2% | -668.7% | +191.1% |
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