-77.0%
PATH vs KIM
+31.1%
-108.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -5.3% | +4.1% | -9.4% | -8.1% |
| 30D | -0.5% | +16.8% | -17.3% | -11.6% |
| 3M | -7.1% | +5.7% | -12.8% | -11.3% |
| 6M | +23.8% | +9.7% | +14.1% | +13.8% |
| YTD | -20.7% | +30.2% | -50.9% | -37.3% |
| 1Y | -8.1% | +32.1% | -40.2% | -28.4% |
| 3Y | -21.8% | +58.6% | -80.4% | -49.8% |
| All | -77.0% | +31.1% | -108.1% | -82.6% |
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