-75.7%
PATH vs KR
+39.7%
-115.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.6% |
| 7D | -16.3% | +1.5% | -17.8% | -16.2% |
| 30D | +9.9% | +4.1% | +5.8% | +10.4% |
| 3M | +30.2% | -5.2% | +35.4% | +29.2% |
| 6M | +37.2% | -12.8% | +50.0% | +35.0% |
| YTD | -7.3% | -4.6% | -2.7% | -7.5% |
| 1Y | +40.0% | -11.7% | +51.7% | +38.8% |
| 3Y | -4.4% | +36.3% | -40.7% | -4.2% |
| All | -75.7% | +39.7% | -115.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 5y: compounded portfolio wealth divided by compounded KR 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…
5y analysis · Full analysis span regression · 6 months rolling