+619.4%
KR vs ATI
+1,049.8%
-430.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.2% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +1.9% | -13.5% | +15.4% | +3.2% |
| 3M | -11.0% | +8.5% | -19.6% | -12.0% |
| 6M | -20.2% | +25.2% | -45.4% | -22.4% |
| YTD | -7.3% | +73.4% | -80.7% | -12.7% |
| 1Y | -13.1% | +160.5% | -173.6% | -21.6% |
| 3Y | +29.7% | +347.3% | -317.6% | +8.8% |
| 5Y | +48.8% | +1,049.0% | -1,000.2% | +11.6% |
| 10Y | +122.8% | +1,131.4% | -1,008.7% | +53.2% |
| All | +619.4% | +1,049.8% | -430.4% | +261.8% |
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