+325.7%
KMB vs ATI
+915.7%
-590.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.2% |
| 7D | +0.5% | +6.2% | -5.7% | -0.1% |
| 30D | +12.4% | -7.1% | +19.5% | +12.8% |
| 3M | +1.0% | -21.3% | +22.3% | +2.7% |
| 6M | +12.1% | +6.5% | +5.7% | +10.8% |
| YTD | +11.6% | +53.2% | -41.6% | +6.9% |
| 1Y | +13.1% | +82.7% | -69.6% | +6.7% |
| 3Y | +1.6% | +314.3% | -312.7% | -12.3% |
| 5Y | -0.3% | +890.9% | -891.2% | -21.5% |
| 10Y | +37.9% | +1,142.3% | -1,104.4% | -1.8% |
| All | +325.7% | +915.7% | -590.0% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling