-81.2%
PATH vs KHC
-21.3%
-59.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -2.6% |
| 30D | -3.7% | +9.7% | -13.4% | -4.3% |
| 3M | -13.8% | -2.0% | -11.7% | -13.7% |
| 6M | +20.3% | +5.4% | +14.9% | +20.2% |
| YTD | -20.8% | +5.9% | -26.7% | -20.7% |
| 1Y | -9.2% | +7.5% | -16.7% | -9.3% |
| 3Y | -21.8% | -12.4% | -9.3% | -21.3% |
| 5Y | -77.4% | -15.8% | -61.6% | -76.2% |
| All | -81.2% | -21.3% | -59.9% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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