+22.5%
KRE vs ATI
+81.3%
-58.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | +0.7% | +4.2% | -3.4% | +0.2% |
| 30D | +6.1% | -2.5% | +8.7% | +6.2% |
| 3M | -5.9% | -19.4% | +13.5% | -3.3% |
| 6M | +9.6% | +11.1% | -1.5% | +5.9% |
| YTD | +14.2% | +59.5% | -45.3% | +0.2% |
| 1Y | +22.5% | +85.8% | -63.3% | +2.5% |
| All | +22.5% | +81.3% | -58.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling