-81.2%
PATH vs KGC
+219.3%
-300.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.6% |
| 7D | -5.3% | +10.5% | -15.8% | -6.9% |
| 30D | -0.5% | -4.1% | +3.5% | -0.1% |
| 3M | -7.1% | -13.1% | +5.9% | -5.4% |
| 6M | +23.8% | -27.5% | +51.4% | +29.1% |
| YTD | -20.7% | -20.7% | 0.0% | -19.8% |
| 1Y | -8.1% | -6.1% | -2.0% | -10.2% |
| 3Y | -21.8% | +318.6% | -340.4% | -48.7% |
| 5Y | -76.8% | +289.9% | -366.8% | -85.4% |
| All | -81.2% | +219.3% | -300.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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