+34.0%
KR vs ATI
+341.5%
-307.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.7% |
| 7D | -2.7% | -2.7% | 0.0% | -2.8% |
| 30D | +1.9% | -13.5% | +15.4% | +1.0% |
| 3M | -11.0% | +8.5% | -19.6% | -10.5% |
| 6M | -20.2% | +25.2% | -45.4% | -18.9% |
| YTD | -7.3% | +73.4% | -80.7% | -5.4% |
| 1Y | -13.1% | +160.5% | -173.6% | -11.0% |
| All | +34.0% | +341.5% | -307.5% | +41.0% |
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 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