-8.1%
PATH vs KDP
+42.4%
-50.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.3% | +2.2% | -7.5% | -5.3% |
| 30D | -0.5% | +19.9% | -20.5% | +0.1% |
| 3M | -7.1% | +21.5% | -28.6% | -6.4% |
| 6M | +23.8% | +30.1% | -6.3% | +28.4% |
| YTD | -20.7% | +34.9% | -55.6% | -15.7% |
| 1Y | -8.1% | +43.4% | -51.4% | -3.4% |
| All | -8.1% | +42.4% | -50.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling