-81.4%
PATH vs KEYS
+104.1%
-185.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | -2.3% | -4.5% | +2.2% | -0.5% |
| 30D | -4.8% | -23.9% | +19.0% | +8.8% |
| 3M | -17.7% | -13.1% | -4.6% | -14.0% |
| 6M | +18.9% | -19.1% | +38.0% | +25.7% |
| YTD | -21.7% | +43.4% | -65.2% | -50.2% |
| 1Y | -9.6% | +58.8% | -68.5% | -47.5% |
| 3Y | -25.8% | +134.6% | -160.4% | -71.3% |
| 5Y | -77.1% | +58.7% | -135.8% | -88.0% |
| All | -81.4% | +104.1% | -185.5% | -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