+21.3%
KWEB vs ATI
+698.2%
-676.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.6% | +2.4% | -6.0% | -4.0% |
| 30D | -14.9% | -9.5% | -5.4% | -13.4% |
| 3M | -5.4% | +10.4% | -15.8% | -7.6% |
| 6M | -18.9% | +31.8% | -50.7% | -23.5% |
| YTD | -27.2% | +80.0% | -107.2% | -35.3% |
| 1Y | -34.2% | +175.8% | -210.1% | -46.2% |
| 3Y | +0.6% | +364.2% | -363.6% | -27.5% |
| 5Y | -43.5% | +1,076.9% | -1,120.3% | -66.0% |
| 10Y | -20.6% | +1,178.1% | -1,198.7% | -56.8% |
| All | +21.3% | +698.2% | -676.9% | -31.6% |
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