+12.2%
KRE vs ATI
+979.0%
-966.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.0% |
| 7D | -1.6% | +4.7% | -6.3% | -3.0% |
| 30D | +4.9% | -0.2% | +5.1% | +4.3% |
| 3M | -4.5% | -18.5% | +14.0% | +0.8% |
| 6M | +7.7% | +16.4% | -8.7% | +0.3% |
| YTD | +14.5% | +63.4% | -48.9% | -5.8% |
| 1Y | +21.5% | +91.5% | -70.0% | -5.4% |
| 3Y | +91.2% | +329.2% | -238.0% | +5.0% |
| All | +12.2% | +979.0% | -966.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling