+18.7%
PATH vs KNX
+66.4%
-47.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.1% | -7.5% |
| 7D | -22.8% | +6.4% | -29.2% | -23.8% |
| 30D | -6.9% | +1.4% | -8.3% | -7.2% |
| 3M | +25.4% | -12.0% | +37.5% | +28.3% |
| 6M | +18.1% | +25.2% | -7.0% | +13.0% |
| YTD | -14.5% | +36.6% | -51.1% | -20.2% |
| 1Y | +18.7% | +67.6% | -48.9% | +3.3% |
| All | +18.7% | +66.4% | -47.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling