-81.1%
PATH vs KEY
+37.8%
-119.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.4% |
| 7D | -5.6% | -2.5% | -3.1% | -4.5% |
| 30D | -0.7% | +4.1% | -4.8% | -2.6% |
| 3M | -5.9% | -8.4% | +2.5% | -2.0% |
| 6M | +21.6% | -2.3% | +23.9% | +22.0% |
| YTD | -20.6% | +4.6% | -25.2% | -23.3% |
| 1Y | -10.6% | +24.6% | -35.1% | -20.7% |
| 3Y | -24.9% | +112.8% | -137.7% | -49.2% |
| 5Y | -76.8% | +12.9% | -89.7% | -78.8% |
| All | -81.1% | +37.8% | -119.0% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling