-79.7%
PATH vs KNX
+54.1%
-133.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.1% | -6.9% |
| 7D | -22.8% | +6.4% | -29.2% | -25.4% |
| 30D | -6.9% | +1.4% | -8.3% | -8.0% |
| 3M | +25.4% | -12.0% | +37.5% | +32.5% |
| 6M | +18.1% | +25.2% | -7.0% | +2.3% |
| YTD | -14.5% | +36.6% | -51.1% | -30.5% |
| 1Y | +18.7% | +67.6% | -48.9% | -15.7% |
| 3Y | -24.2% | +40.8% | -65.0% | -41.9% |
| 5Y | -75.2% | +43.3% | -118.5% | -81.2% |
| All | -79.7% | +54.1% | -133.7% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling