-18.8%
PATH vs KDP
+29.2%
-48.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +2.8% |
| 7D | -4.8% | +5.3% | -10.1% | -4.9% |
| 30D | +2.7% | +19.1% | -16.4% | +2.4% |
| 3M | -4.2% | +19.2% | -23.3% | -4.4% |
| 6M | +24.7% | +29.3% | -4.5% | +24.9% |
| YTD | -17.6% | +35.5% | -53.1% | -17.2% |
| 1Y | -5.3% | +43.5% | -48.8% | -5.0% |
| All | -18.8% | +29.2% | -48.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling