+38.3%
KMB vs ATI
+961.4%
-923.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.2% |
| 7D | +0.9% | +4.2% | -3.2% | +0.8% |
| 30D | +10.1% | -2.5% | +12.6% | +10.1% |
| 3M | 0.0% | -19.4% | +19.5% | +0.8% |
| 6M | +15.7% | +11.1% | +4.6% | +14.7% |
| YTD | +12.6% | +59.5% | -46.9% | +9.9% |
| 1Y | +10.1% | +85.8% | -75.6% | +6.7% |
| 3Y | +2.1% | +311.9% | -309.8% | -5.8% |
| 5Y | -0.7% | +963.2% | -963.9% | -13.8% |
| All | +38.3% | +961.4% | -923.1% | +10.7% |
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