-16.6%
KMB vs ATI
+166.0%
-182.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.9% |
| 7D | -2.7% | +3.2% | -5.9% | -2.7% |
| 30D | -5.0% | -9.0% | +4.0% | -5.0% |
| 3M | +6.6% | +15.1% | -8.5% | +5.6% |
| 6M | +1.0% | +38.1% | -37.2% | -2.0% |
| YTD | +6.0% | +80.7% | -74.7% | +4.4% |
| 1Y | -16.6% | +167.5% | -184.1% | -15.5% |
| All | -16.6% | +166.0% | -182.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling