-75.7%
PATH vs KIM
+34.4%
-110.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.5% | -16.5% |
| 7D | -16.3% | +0.4% | -16.7% | -16.6% |
| 30D | +9.9% | -4.0% | +13.9% | +13.0% |
| 3M | +30.2% | +0.5% | +29.6% | +28.5% |
| 6M | +37.2% | +3.6% | +33.6% | +31.5% |
| YTD | -7.3% | +20.4% | -27.8% | -21.5% |
| 1Y | +40.0% | +9.7% | +30.3% | +27.5% |
| 3Y | -4.4% | +46.0% | -50.4% | -32.9% |
| All | -75.7% | +34.4% | -110.1% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling