-78.0%
PATH vs KHC
-19.9%
-58.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -16.0% | -16.6% |
| 7D | -16.3% | -1.8% | -14.5% | -16.2% |
| 30D | +9.9% | -1.9% | +11.8% | +10.0% |
| 3M | +30.2% | +14.4% | +15.8% | +29.9% |
| 6M | +37.2% | +8.7% | +28.5% | +37.1% |
| YTD | -7.3% | +7.8% | -15.1% | -7.3% |
| 1Y | +40.0% | -1.5% | +41.5% | +40.3% |
| 3Y | -4.4% | -9.9% | +5.5% | -3.9% |
| 5Y | -76.0% | -10.7% | -65.3% | -74.4% |
| All | -78.0% | -19.9% | -58.0% | -75.1% |
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