-81.4%
PATH vs KORU
-63.9%
-17.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.1% | -0.2% |
| 7D | -2.3% | -34.5% | +32.2% | +2.5% |
| 30D | -4.8% | -59.6% | +54.8% | +6.0% |
| 3M | -17.7% | -56.1% | +38.4% | -12.9% |
| 6M | +18.9% | -84.7% | +103.6% | +29.3% |
| YTD | -21.7% | -20.6% | -1.1% | -55.1% |
| 1Y | -9.6% | -13.9% | +4.2% | -50.1% |
| 3Y | -25.8% | +114.9% | -140.7% | -74.8% |
| 5Y | -77.1% | -36.0% | -41.1% | -89.3% |
| All | -81.4% | -63.9% | -17.5% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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