+157.6%
KMI vs ATI
+1,086.3%
-928.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | +0.1% | -9.5% | +9.6% | +1.4% |
| 3M | +1.2% | +10.4% | -9.2% | -0.7% |
| 6M | -3.9% | +31.8% | -35.7% | -8.8% |
| YTD | +17.5% | +80.0% | -62.5% | +5.5% |
| 1Y | +22.6% | +175.8% | -153.2% | +1.5% |
| 3Y | +116.3% | +364.2% | -247.9% | +54.7% |
| 5Y | +157.6% | +1,076.9% | -919.3% | +48.2% |
| All | +157.6% | +1,086.3% | -928.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling