+37.9%
KNX vs ATI
+341.5%
-303.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.2% |
| 30D | +1.0% | -13.5% | +14.5% | +4.4% |
| 3M | -12.6% | +8.5% | -21.2% | -14.9% |
| 6M | +21.1% | +25.2% | -4.1% | +13.3% |
| YTD | +33.2% | +73.4% | -40.2% | +15.6% |
| 1Y | +67.8% | +160.5% | -92.7% | +31.4% |
| All | +37.9% | +341.5% | -303.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling