+130.2%
KMI vs ATI
+1,155.5%
-1,025.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.6% |
| 7D | -2.1% | -2.7% | +0.7% | -1.5% |
| 30D | -1.7% | -13.5% | +11.8% | +1.6% |
| 3M | -1.9% | +8.5% | -10.4% | -4.5% |
| 6M | -4.3% | +25.2% | -29.5% | -10.8% |
| YTD | +15.8% | +73.4% | -57.6% | -0.6% |
| 1Y | +17.6% | +160.5% | -142.9% | -9.5% |
| 3Y | +113.1% | +347.3% | -234.2% | +35.9% |
| 5Y | +154.0% | +1,049.0% | -895.0% | +19.8% |
| All | +130.2% | +1,155.5% | -1,025.3% | -9.3% |
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