+121.9%
KRE vs ATI
+1,154.1%
-1,032.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -5.6% | +3.8% | +0.1% |
| 30D | -4.5% | -13.7% | +9.2% | +0.4% |
| 3M | +2.7% | -0.4% | +3.1% | +1.9% |
| 6M | +16.9% | +26.2% | -9.4% | +5.5% |
| YTD | +15.4% | +73.2% | -57.8% | -7.5% |
| 1Y | +16.1% | +161.6% | -145.5% | -20.4% |
| 3Y | +85.7% | +346.2% | -260.4% | -0.4% |
| 5Y | +33.3% | +1,047.6% | -1,014.4% | -51.5% |
| All | +121.9% | +1,154.1% | -1,032.2% | -31.6% |
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