-23.9%
PATH vs KEEL
+61.2%
-85.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.5% |
| 7D | +0.7% | +18.2% | -17.5% | -1.7% |
| 30D | -1.1% | -32.1% | +30.9% | +3.1% |
| 3M | -14.2% | -44.9% | +30.8% | -9.0% |
| 6M | +30.9% | -52.1% | +83.0% | +37.0% |
| YTD | -20.1% | -17.0% | -3.1% | -26.9% |
| 1Y | -8.1% | -38.5% | +30.4% | -12.1% |
| All | -23.9% | +61.2% | -85.1% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling