-21.8%
PATH vs KMX
-20.9%
-0.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.2% |
| 7D | -5.6% | -6.4% | +0.8% | -3.5% |
| 30D | -0.7% | -4.9% | +4.2% | +0.6% |
| 3M | -5.9% | -7.2% | +1.3% | -4.1% |
| 6M | +21.6% | +41.2% | -19.6% | +4.8% |
| YTD | -20.6% | +36.1% | -56.8% | -32.4% |
| 1Y | -10.6% | +28.9% | -39.5% | -23.7% |
| All | -21.8% | -20.9% | -0.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling