-76.5%
PATH vs KEY
+15.2%
-91.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -4.8% | +1.7% | -6.4% | -5.6% |
| 30D | +2.7% | +6.8% | -4.1% | -0.7% |
| 3M | -4.2% | -5.8% | +1.6% | -1.5% |
| 6M | +24.7% | +1.4% | +23.3% | +22.8% |
| YTD | -17.6% | +7.5% | -25.1% | -21.7% |
| 1Y | -5.3% | +29.6% | -34.9% | -18.2% |
| 3Y | -22.0% | +118.8% | -140.8% | -49.3% |
| 5Y | -76.5% | +16.8% | -93.3% | -77.3% |
| All | -76.5% | +15.2% | -91.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling