-81.2%
PATH vs KDP
+16.9%
-98.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.3% | +2.2% | -7.5% | -5.8% |
| 30D | -0.5% | +19.9% | -20.5% | -4.1% |
| 3M | -7.1% | +21.5% | -28.6% | -10.8% |
| 6M | +23.8% | +30.1% | -6.3% | +17.2% |
| YTD | -20.7% | +34.9% | -55.6% | -25.9% |
| 1Y | -8.1% | +43.4% | -51.4% | -15.4% |
| 3Y | -21.8% | +29.1% | -50.9% | -29.0% |
| 5Y | -76.8% | +15.0% | -91.8% | -77.1% |
| All | -81.2% | +16.9% | -98.0% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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