-77.0%
PATH vs KRE
+10.5%
-87.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -0.5% | +4.8% | -5.3% | -4.0% |
| 3M | -7.1% | -5.1% | -2.1% | -3.7% |
| 6M | +23.8% | +3.3% | +20.5% | +20.1% |
| YTD | -20.7% | +13.3% | -34.0% | -29.5% |
| 1Y | -8.1% | +22.9% | -30.9% | -23.5% |
| 3Y | -21.8% | +82.1% | -103.9% | -55.6% |
| All | -77.0% | +10.5% | -87.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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