-79.7%
PATH vs KEYS
+133.4%
-213.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.9% | -9.7% | -8.9% |
| 7D | -22.8% | +4.4% | -27.2% | -24.9% |
| 30D | -6.9% | -2.2% | -4.7% | -6.4% |
| 3M | +25.4% | +0.5% | +24.9% | +20.8% |
| 6M | +18.1% | +22.4% | -4.3% | -4.4% |
| YTD | -14.5% | +64.1% | -78.6% | -48.2% |
| 1Y | +18.7% | +97.0% | -78.2% | -38.8% |
| 3Y | -24.2% | +152.0% | -176.2% | -70.1% |
| 5Y | -75.2% | +83.7% | -158.9% | -87.7% |
| All | -79.7% | +133.4% | -213.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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