-22.5%
KWEB vs ATI
+1,154.1%
-1,176.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -5.6% | +0.1% | -4.5% |
| 30D | -10.7% | -13.7% | +3.1% | -8.2% |
| 3M | -7.4% | -0.4% | -7.0% | -7.8% |
| 6M | -19.3% | +26.2% | -45.5% | -23.5% |
| YTD | -27.8% | +73.2% | -101.0% | -35.5% |
| 1Y | -35.9% | +161.6% | -197.5% | -47.3% |
| 3Y | -1.9% | +346.2% | -348.1% | -29.5% |
| 5Y | -43.2% | +1,047.6% | -1,090.8% | -66.1% |
| All | -22.5% | +1,154.1% | -1,176.6% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling