-16.0%
PATH vs KEYS
+145.9%
-161.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.1% | -17.1% |
| 7D | -16.3% | +2.3% | -18.6% | -17.1% |
| 30D | +9.9% | -2.6% | +12.5% | +10.6% |
| 3M | +30.2% | -4.6% | +34.8% | +30.1% |
| 6M | +37.2% | +8.7% | +28.5% | +25.1% |
| YTD | -7.3% | +61.0% | -68.4% | -36.7% |
| 1Y | +40.0% | +96.0% | -56.0% | -17.5% |
| All | -16.0% | +145.9% | -161.9% | -65.1% |
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