-78.0%
PATH vs KNX
+56.7%
-134.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.8% | -20.4% | -18.5% |
| 7D | -16.3% | +7.4% | -23.7% | -19.6% |
| 30D | +9.9% | +2.0% | +8.0% | +8.2% |
| 3M | +30.2% | -7.9% | +38.0% | +34.2% |
| 6M | +37.2% | +14.4% | +22.9% | +24.4% |
| YTD | -7.3% | +38.9% | -46.2% | -25.3% |
| 1Y | +40.0% | +65.9% | -25.9% | 0.0% |
| 3Y | -4.4% | +35.8% | -40.2% | -24.8% |
| 5Y | -76.0% | +43.3% | -119.4% | -82.2% |
| All | -78.0% | +56.7% | -134.6% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling