-18.8%
PATH vs KEY
+113.1%
-131.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -4.8% | +1.7% | -6.4% | -5.7% |
| 30D | +2.7% | +6.8% | -4.1% | -1.0% |
| 3M | -4.2% | -5.8% | +1.6% | -1.2% |
| 6M | +24.7% | +1.4% | +23.3% | +22.6% |
| YTD | -17.6% | +7.5% | -25.1% | -22.3% |
| 1Y | -5.3% | +29.6% | -34.9% | -20.1% |
| All | -18.8% | +113.1% | -131.9% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling