-75.2%
PATH vs KEEL
-78.9%
+3.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.3% |
| 7D | +2.1% | -0.5% | +2.6% | +2.0% |
| 30D | +1.6% | -27.1% | +28.7% | +7.0% |
| 3M | -20.4% | -43.8% | +23.4% | -13.2% |
| 6M | +40.1% | -55.2% | +95.3% | +52.6% |
| YTD | -19.0% | -20.9% | +1.8% | -27.5% |
| 1Y | -5.8% | -28.5% | +22.6% | -14.5% |
| 3Y | -22.9% | +66.1% | -89.0% | -59.3% |
| All | -75.2% | -78.9% | +3.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling