-81.2%
PATH vs KIM
+66.2%
-147.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | -2.7% | +2.8% | -5.5% | -4.4% |
| 30D | -3.7% | +16.3% | -20.0% | -13.0% |
| 3M | -13.8% | +6.6% | -20.4% | -17.6% |
| 6M | +20.3% | +12.3% | +8.0% | +10.0% |
| YTD | -20.8% | +31.6% | -52.4% | -36.0% |
| 1Y | -9.2% | +31.5% | -40.7% | -26.7% |
| 3Y | -21.8% | +68.0% | -89.8% | -48.2% |
| 5Y | -77.4% | +38.7% | -116.1% | -82.5% |
| All | -81.2% | +66.2% | -147.4% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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