-80.4%
PATH vs KDP
+17.4%
-97.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.7% |
| 7D | -4.8% | +5.3% | -10.1% | -5.8% |
| 30D | +2.7% | +19.1% | -16.4% | -0.9% |
| 3M | -4.2% | +19.2% | -23.3% | -7.6% |
| 6M | +24.7% | +29.3% | -4.5% | +18.2% |
| YTD | -17.6% | +35.5% | -53.1% | -23.0% |
| 1Y | -5.3% | +43.5% | -48.8% | -12.9% |
| 3Y | -22.0% | +29.0% | -51.0% | -29.0% |
| 5Y | -76.5% | +16.2% | -92.7% | -76.8% |
| All | -80.4% | +17.4% | -97.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling