-76.8%
PATH vs KMX
-65.6%
-11.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -1.5% |
| 7D | -5.6% | -6.4% | +0.8% | -2.7% |
| 30D | -0.7% | -4.9% | +4.2% | +1.1% |
| 3M | -5.9% | -7.2% | +1.3% | -3.4% |
| 6M | +21.6% | +41.2% | -19.6% | -1.1% |
| YTD | -20.6% | +36.1% | -56.8% | -36.4% |
| 1Y | -10.6% | +28.9% | -39.5% | -28.4% |
| 3Y | -24.9% | -21.5% | -3.4% | -25.0% |
| 5Y | -76.8% | -66.0% | -10.8% | -64.7% |
| All | -76.8% | -65.6% | -11.3% | -64.7% |
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