-81.0%
PATH vs KEYS
+113.0%
-194.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.7% | +16.7% | -16.0% | -7.4% |
| 30D | -1.1% | -17.8% | +16.7% | +8.4% |
| 3M | -14.2% | -14.2% | 0.0% | -9.3% |
| 6M | +30.9% | -15.9% | +46.7% | +35.6% |
| YTD | -20.1% | +49.7% | -69.8% | -50.3% |
| 1Y | -8.1% | +65.3% | -73.4% | -47.7% |
| 3Y | -24.3% | +144.9% | -169.1% | -71.4% |
| 5Y | -75.6% | +63.0% | -138.6% | -87.4% |
| All | -81.0% | +113.0% | -194.0% | -91.9% |
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