-80.4%
PATH vs KIM
+66.8%
-147.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +0.6% |
| 7D | -4.8% | +10.6% | -15.4% | -11.0% |
| 30D | +2.7% | +17.5% | -14.8% | -7.8% |
| 3M | -4.2% | +4.7% | -8.9% | -7.4% |
| 6M | +24.7% | +13.1% | +11.6% | +13.4% |
| YTD | -17.6% | +32.1% | -49.6% | -33.5% |
| 1Y | -5.3% | +32.7% | -38.0% | -24.0% |
| 3Y | -22.0% | +59.2% | -81.2% | -46.3% |
| 5Y | -76.5% | +38.3% | -114.8% | -81.8% |
| All | -80.4% | +66.8% | -147.2% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling