-81.2%
PATH vs KEEL
-40.6%
-40.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -1.1% |
| 7D | -2.7% | +3.7% | -6.4% | -4.4% |
| 30D | -3.7% | -35.7% | +32.0% | +3.6% |
| 3M | -13.8% | -49.5% | +35.7% | -4.8% |
| 6M | +20.3% | -50.6% | +70.9% | +27.8% |
| YTD | -20.8% | -16.6% | -4.2% | -28.7% |
| 1Y | -9.2% | -46.4% | +37.2% | -10.9% |
| 3Y | -21.8% | +63.3% | -85.1% | -53.6% |
| 5Y | -77.4% | -77.9% | +0.5% | -83.8% |
| All | -81.2% | -40.6% | -40.6% | -87.6% |
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