-79.7%
PATH vs KEEL
+13.0%
-92.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +7.5% | -15.3% | -9.3% |
| 7D | -22.8% | +21.5% | -44.3% | -26.1% |
| 30D | -6.9% | -3.9% | -3.0% | -7.6% |
| 3M | +25.4% | -34.1% | +59.5% | +30.6% |
| 6M | +18.1% | +82.8% | -64.7% | -5.1% |
| YTD | -14.5% | +58.7% | -73.2% | -30.8% |
| 1Y | +18.7% | +191.4% | -172.7% | -21.7% |
| 3Y | -24.2% | +205.7% | -229.9% | -59.8% |
| 5Y | -75.2% | -37.0% | -38.2% | -84.6% |
| All | -79.7% | +13.0% | -92.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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