-22.9%
PATH vs KEYS
+140.3%
-163.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +2.1% | +9.4% | -7.3% | -0.6% |
| 30D | +1.6% | -16.8% | +18.4% | +6.6% |
| 3M | -20.4% | -15.9% | -4.6% | -17.3% |
| 6M | +40.1% | -17.6% | +57.7% | +44.6% |
| YTD | -19.0% | +46.5% | -65.5% | -42.9% |
| 1Y | -5.8% | +66.9% | -72.7% | -39.4% |
| 3Y | -22.9% | +141.4% | -164.3% | -65.8% |
| All | -22.9% | +140.3% | -163.3% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling