-78.0%
PATH vs KEYS
+129.1%
-207.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.1% | -17.5% |
| 7D | -16.3% | +2.3% | -18.6% | -17.5% |
| 30D | +9.9% | -2.6% | +12.5% | +10.9% |
| 3M | +30.2% | -4.6% | +34.8% | +29.8% |
| 6M | +37.2% | +8.7% | +28.5% | +20.2% |
| YTD | -7.3% | +61.0% | -68.4% | -43.2% |
| 1Y | +40.0% | +96.0% | -56.0% | -27.8% |
| 3Y | -4.4% | +144.4% | -148.8% | -61.5% |
| 5Y | -76.0% | +80.5% | -156.5% | -88.0% |
| All | -78.0% | +129.1% | -207.1% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling