-81.1%
PATH vs KR
+106.6%
-187.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.6% |
| 7D | -5.6% | +5.3% | -10.9% | -5.1% |
| 30D | -0.7% | +18.9% | -19.6% | +1.1% |
| 3M | -5.9% | +23.3% | -29.2% | -3.8% |
| 6M | +21.6% | +5.0% | +16.6% | +21.7% |
| YTD | -20.6% | +13.0% | -33.7% | -19.4% |
| 1Y | -10.6% | +12.4% | -23.0% | -9.3% |
| 3Y | -24.9% | +63.6% | -88.5% | -22.6% |
| 5Y | -76.8% | +82.9% | -159.7% | -75.6% |
| All | -81.1% | +106.6% | -187.7% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling