+155.8%
KRE vs ATI
+292.7%
-136.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.5% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -2.7% | +2.7% | -5.4% | -3.9% |
| 3M | +8.2% | +16.3% | -8.1% | +1.8% |
| 6M | +12.8% | +30.2% | -17.4% | +1.3% |
| YTD | +17.5% | +83.6% | -66.1% | -6.3% |
| 1Y | +16.6% | +173.0% | -156.4% | -19.3% |
| 3Y | +79.5% | +356.6% | -277.2% | -0.1% |
| 5Y | +32.4% | +1,074.2% | -1,041.8% | -48.4% |
| 10Y | +124.1% | +1,136.2% | -1,012.1% | -27.2% |
| All | +155.8% | +292.7% | -136.9% | -20.6% |
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 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