+447.8%
KO vs ATI
+1,093.4%
-645.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | +0.8% | -9.5% | +10.3% | +1.8% |
| 3M | +8.3% | +10.4% | -2.0% | +6.8% |
| 6M | +14.0% | +31.8% | -17.8% | +10.0% |
| YTD | +26.9% | +80.0% | -53.1% | +18.2% |
| 1Y | +32.7% | +175.8% | -143.2% | +17.6% |
| 3Y | +63.9% | +364.2% | -300.3% | +34.0% |
| 5Y | +81.7% | +1,076.9% | -995.2% | +30.8% |
| 10Y | +183.0% | +1,178.1% | -995.1% | +85.3% |
| All | +447.8% | +1,093.4% | -645.6% | +192.0% |
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