+3,394.8%
KNX vs ATI
+1,093.4%
+2,301.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +2.3% | +2.4% | -0.1% | +1.8% |
| 30D | +0.5% | -9.5% | +10.0% | +2.6% |
| 3M | -14.1% | +10.4% | -24.5% | -16.4% |
| 6M | +19.8% | +31.8% | -12.0% | +11.7% |
| YTD | +32.7% | +80.0% | -47.2% | +15.4% |
| 1Y | +62.3% | +175.8% | -113.5% | +27.5% |
| 3Y | +36.8% | +364.2% | -327.4% | -7.0% |
| 5Y | +41.8% | +1,076.9% | -1,035.1% | -24.1% |
| 10Y | +169.7% | +1,178.1% | -1,008.4% | +21.7% |
| All | +3,394.8% | +1,093.4% | +2,301.4% | +997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling