-6.6%
KMB vs ATI
+373.5%
-380.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -1.5% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | +2.7% | -8.2% | -5.4% |
| 3M | +14.0% | +16.3% | -2.3% | +14.1% |
| 6M | +4.1% | +30.2% | -26.1% | +4.0% |
| YTD | +8.0% | +83.6% | -75.5% | +9.1% |
| 1Y | -13.7% | +173.0% | -186.7% | -11.8% |
| All | -6.6% | +373.5% | -380.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling