-78.0%
PATH vs KMX
-50.4%
-27.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.7% | -17.1% |
| 7D | -16.3% | +1.9% | -18.2% | -17.1% |
| 30D | +9.9% | +11.7% | -1.8% | +4.4% |
| 3M | +30.2% | +34.9% | -4.7% | +11.6% |
| 6M | +37.2% | +50.3% | -13.0% | +9.8% |
| YTD | -7.3% | +63.8% | -71.1% | -29.9% |
| 1Y | +40.0% | +3.8% | +36.2% | +29.4% |
| 3Y | -4.4% | -24.3% | +19.9% | +0.1% |
| 5Y | -76.0% | -50.2% | -25.8% | -71.6% |
| All | -78.0% | -50.4% | -27.6% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling