+38.7%
KNX vs ATI
+1,029.4%
-990.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -5.6% | +0.1% | -4.4% |
| 30D | -4.4% | -13.7% | +9.3% | -1.3% |
| 3M | -17.3% | -0.4% | -17.0% | -17.7% |
| 6M | +22.6% | +26.2% | -3.6% | +15.1% |
| YTD | +31.1% | +73.2% | -42.1% | +14.8% |
| 1Y | +60.2% | +161.6% | -101.4% | +27.1% |
| 3Y | +35.8% | +346.2% | -310.4% | -7.4% |
| All | +38.7% | +1,029.4% | -990.7% | -20.6% |
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