-21.8%
PATH vs KNX
+19.4%
-41.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -5.3% | -3.9% | -1.4% | -3.9% |
| 30D | -0.5% | -8.2% | +7.7% | +2.7% |
| 3M | -7.1% | -15.4% | +8.3% | -1.3% |
| 6M | +23.8% | -8.6% | +32.4% | +26.6% |
| YTD | -20.7% | +12.7% | -33.4% | -28.0% |
| 1Y | -8.1% | +33.4% | -41.4% | -23.7% |
| 3Y | -21.8% | +19.6% | -41.5% | -41.3% |
| All | -21.8% | +19.4% | -41.2% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling