+40.0%
PATH vs KEY
+21.3%
+18.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | +2.2% | -18.5% | -16.8% |
| 30D | +9.9% | -3.0% | +12.9% | +10.9% |
| 3M | +30.2% | +3.3% | +26.8% | +28.2% |
| 6M | +37.2% | +9.2% | +28.0% | +30.9% |
| YTD | -7.3% | +10.6% | -18.0% | -12.0% |
| 1Y | +40.0% | +20.4% | +19.6% | +14.0% |
| All | +40.0% | +21.3% | +18.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling