+133.4%
KR vs ATI
+1,154.1%
-1,020.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -5.6% | +5.5% | 0.0% |
| 30D | +5.1% | -13.7% | +18.8% | +5.6% |
| 3M | -8.2% | -0.4% | -7.8% | -8.2% |
| 6M | -18.0% | +26.2% | -44.2% | -19.1% |
| YTD | -4.8% | +73.2% | -78.0% | -7.6% |
| 1Y | -11.0% | +161.6% | -172.6% | -15.6% |
| 3Y | +37.7% | +346.2% | -308.5% | +24.9% |
| 5Y | +52.8% | +1,047.6% | -994.9% | +29.8% |
| All | +133.4% | +1,154.1% | -1,020.7% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling