+16.8%
KMB vs ATI
+1,051.1%
-1,034.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.9% |
| 7D | -2.7% | +3.2% | -5.9% | -2.9% |
| 30D | -5.0% | -9.0% | +4.0% | -4.7% |
| 3M | +6.6% | +15.1% | -8.5% | +5.7% |
| 6M | +1.0% | +38.1% | -37.2% | -0.8% |
| YTD | +6.0% | +80.7% | -74.7% | +2.9% |
| 1Y | -16.6% | +167.5% | -184.1% | -20.5% |
| 3Y | -8.6% | +366.0% | -374.6% | -16.2% |
| 5Y | -10.9% | +1,088.8% | -1,099.6% | -23.1% |
| 10Y | +16.8% | +1,055.0% | -1,038.2% | -6.1% |
| All | +16.8% | +1,051.1% | -1,034.3% | -6.1% |
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 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