-76.8%
PATH vs KIM
+31.2%
-108.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | -5.6% | +5.0% | -10.5% | -8.9% |
| 30D | -0.7% | +15.8% | -16.5% | -11.1% |
| 3M | -5.9% | +4.3% | -10.1% | -9.1% |
| 6M | +21.6% | +11.4% | +10.2% | +10.5% |
| YTD | -20.6% | +30.8% | -51.4% | -37.3% |
| 1Y | -10.6% | +31.4% | -42.0% | -29.9% |
| 3Y | -24.9% | +57.7% | -82.5% | -51.2% |
| 5Y | -76.8% | +31.7% | -108.5% | -82.4% |
| All | -76.8% | +31.2% | -108.1% | -82.4% |
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 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