+312.1%
KMB vs ATI
+1,117.2%
-805.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -1.8% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | +2.7% | -8.2% | -5.8% |
| 3M | +14.0% | +16.3% | -2.3% | +12.2% |
| 6M | +4.1% | +30.2% | -26.1% | +1.4% |
| YTD | +8.0% | +83.6% | -75.5% | +2.2% |
| 1Y | -13.7% | +173.0% | -186.7% | -21.2% |
| 3Y | -5.9% | +356.6% | -362.6% | -19.2% |
| 5Y | -8.6% | +1,074.2% | -1,082.8% | -29.0% |
| 10Y | +17.3% | +1,136.2% | -1,118.9% | -16.2% |
| All | +312.1% | +1,117.2% | -805.1% | +135.1% |
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