+12.1%
KMB vs ATI
+9.7%
+2.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -1.0% |
| 7D | +0.5% | +6.2% | -5.7% | +1.6% |
| 30D | +12.4% | -7.1% | +19.5% | +11.0% |
| 3M | +1.0% | -21.3% | +22.3% | -3.4% |
| 6M | +12.1% | +6.5% | +5.7% | +11.4% |
| All | +12.1% | +9.7% | +2.4% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling