-77.0%
PATH vs KR
+78.8%
-155.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.3% |
| 7D | -5.3% | +1.4% | -6.7% | -5.2% |
| 30D | -0.5% | +14.3% | -14.8% | +0.8% |
| 3M | -7.1% | +18.9% | -26.1% | -5.5% |
| 6M | +23.8% | +3.8% | +20.0% | +23.8% |
| YTD | -20.7% | +10.2% | -30.9% | -19.7% |
| 1Y | -8.1% | +9.2% | -17.2% | -7.0% |
| 3Y | -21.8% | +60.3% | -82.1% | -19.9% |
| All | -77.0% | +78.8% | -155.8% | -75.7% |
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