+86.8%
KRE vs ATI
+360.0%
-273.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +2.3% | +3.2% | -0.8% | +1.4% |
| 30D | -2.5% | -9.0% | +6.5% | 0.0% |
| 3M | +6.2% | +15.1% | -8.9% | +1.2% |
| 6M | +15.8% | +38.1% | -22.3% | +3.6% |
| YTD | +16.0% | +80.7% | -64.7% | -4.9% |
| 1Y | +16.2% | +167.5% | -151.3% | -16.8% |
| All | +86.8% | +360.0% | -273.2% | +0.3% |
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