-78.0%
PATH vs KRE
+34.9%
-112.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.2% | -17.0% |
| 7D | -16.3% | +1.3% | -17.6% | -17.2% |
| 30D | +9.9% | -2.7% | +12.6% | +11.8% |
| 3M | +30.2% | +8.2% | +22.0% | +22.9% |
| 6M | +37.2% | +12.8% | +24.4% | +24.4% |
| YTD | -7.3% | +17.5% | -24.8% | -19.0% |
| 1Y | +40.0% | +16.6% | +23.4% | +22.7% |
| 3Y | -4.4% | +79.5% | -83.9% | -41.8% |
| 5Y | -76.0% | +32.4% | -108.5% | -79.3% |
| All | -78.0% | +34.9% | -112.9% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling