+38.7%
KMB vs ATI
+1,119.3%
-1,080.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -1.9% | +3.0% |
| 7D | +3.4% | +6.0% | -2.6% | +3.1% |
| 30D | +14.7% | -3.6% | +18.3% | +14.8% |
| 3M | +3.3% | -18.9% | +22.1% | +4.0% |
| 6M | +16.8% | +16.7% | +0.1% | +15.6% |
| YTD | +15.2% | +61.1% | -45.9% | +12.4% |
| 1Y | +13.3% | +89.3% | -76.0% | +9.7% |
| 3Y | +5.4% | +333.3% | -327.9% | -2.9% |
| 5Y | +2.7% | +954.5% | -951.8% | -10.7% |
| 10Y | +38.7% | +1,067.0% | -1,028.3% | +11.7% |
| All | +38.7% | +1,119.3% | -1,080.7% | +11.7% |
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