-42.1%
KWEB vs ATI
+1,029.4%
-1,071.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -5.6% | +0.1% | -4.3% |
| 30D | -10.7% | -13.7% | +3.1% | -7.7% |
| 3M | -7.4% | -0.4% | -7.0% | -7.8% |
| 6M | -19.3% | +26.2% | -45.5% | -24.5% |
| YTD | -27.8% | +73.2% | -101.0% | -37.3% |
| 1Y | -35.9% | +161.6% | -197.5% | -49.8% |
| 3Y | -1.9% | +346.2% | -348.1% | -37.0% |
| All | -42.1% | +1,029.4% | -1,071.4% | -70.4% |
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