+7.9%
KMB vs ATI
+88.3%
-80.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -3.0% | +13.0% | -15.9% | -2.7% |
| 30D | +9.1% | +0.2% | +8.9% | +9.2% |
| 3M | -0.4% | -17.5% | +17.1% | +0.1% |
| 6M | +13.0% | +18.1% | -5.1% | +9.2% |
| YTD | +10.3% | +65.7% | -55.4% | +6.4% |
| All | +7.9% | +88.3% | -80.4% | +3.3% |
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