+154.3%
KMI vs ATI
+961.4%
-807.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.6% |
| 7D | +6.5% | +4.2% | +2.4% | +5.5% |
| 30D | -3.4% | -2.5% | -0.9% | -3.3% |
| 3M | +0.4% | -19.4% | +19.8% | +4.7% |
| 6M | -0.9% | +11.1% | -12.0% | -5.0% |
| YTD | +20.5% | +59.5% | -39.0% | +4.8% |
| 1Y | +23.2% | +85.8% | -62.6% | +3.1% |
| 3Y | +121.6% | +311.9% | -190.3% | +43.5% |
| 5Y | +149.1% | +963.2% | -814.2% | +19.3% |
| All | +154.3% | +961.4% | -807.1% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling