-78.0%
PATH vs KEEL
+5.2%
-83.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.2% | -17.4% |
| 7D | -16.3% | +7.8% | -24.1% | -17.8% |
| 30D | +9.9% | -11.7% | +21.6% | +11.2% |
| 3M | +30.2% | -41.5% | +71.6% | +38.8% |
| 6M | +37.2% | +54.9% | -17.7% | +14.3% |
| YTD | -7.3% | +47.7% | -55.0% | -23.7% |
| 1Y | +40.0% | +177.6% | -137.6% | -6.6% |
| 3Y | -4.4% | +164.9% | -169.3% | -47.6% |
| 5Y | -76.0% | -45.9% | -30.2% | -84.8% |
| All | -78.0% | +5.2% | -83.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling