-76.8%
PATH vs KDP
+15.9%
-92.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.6% | +4.5% | -10.1% | -6.6% |
| 30D | -0.7% | +18.5% | -19.2% | -4.5% |
| 3M | -5.9% | +20.8% | -26.7% | -10.0% |
| 6M | +21.6% | +29.4% | -7.8% | +14.4% |
| YTD | -20.6% | +35.9% | -56.5% | -26.7% |
| 1Y | -10.6% | +42.5% | -53.0% | -18.5% |
| 3Y | -24.9% | +29.4% | -54.3% | -33.2% |
| 5Y | -76.8% | +15.8% | -92.6% | -76.7% |
| All | -76.8% | +15.9% | -92.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling