-78.0%
PATH vs KHC
-21.2%
-56.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -16.5% |
| 7D | -16.3% | -3.3% | -13.0% | -16.1% |
| 30D | +9.9% | -3.4% | +13.3% | +10.1% |
| 3M | +30.2% | +12.6% | +17.6% | +30.1% |
| 6M | +37.2% | +7.0% | +30.2% | +37.3% |
| YTD | -7.3% | +6.1% | -13.4% | -7.2% |
| 1Y | +40.0% | -3.1% | +43.1% | +40.5% |
| 3Y | -4.4% | -11.3% | +6.9% | -3.8% |
| 5Y | -76.0% | -12.1% | -63.9% | -74.4% |
| All | -78.0% | -21.2% | -56.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling