-77.0%
PATH vs KMX
-66.8%
-10.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.9% |
| 7D | -5.3% | -7.4% | +2.1% | -1.9% |
| 30D | -0.5% | -3.4% | +2.8% | +0.5% |
| 3M | -7.1% | -11.3% | +4.2% | -2.6% |
| 6M | +23.8% | +30.6% | -6.8% | +4.9% |
| YTD | -20.7% | +33.2% | -53.9% | -35.8% |
| 1Y | -8.1% | +66.7% | -74.8% | -34.7% |
| 3Y | -21.8% | -22.1% | +0.2% | -21.9% |
| All | -77.0% | -66.8% | -10.2% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling