-21.9%
KVUE vs ATI
+461.5%
-483.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -1.9% | +3.2% | -5.1% | -2.0% |
| 30D | -3.3% | -9.0% | +5.7% | -3.2% |
| 3M | +6.0% | +15.1% | -9.1% | +5.5% |
| 6M | +2.3% | +38.1% | -35.8% | +1.2% |
| YTD | +10.3% | +80.7% | -70.3% | +8.8% |
| 1Y | +4.6% | +167.5% | -162.9% | +2.5% |
| 3Y | -2.2% | +366.0% | -368.2% | -6.7% |
| All | -21.9% | +461.5% | -483.4% | -26.8% |
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