+0.3%
PATH vs KRMN
+33.3%
-32.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.4% |
| 7D | -16.3% | -12.3% | -4.0% | -14.8% |
| 30D | +9.9% | -27.5% | +37.4% | +14.9% |
| 3M | +30.2% | -26.5% | +56.7% | +35.1% |
| 6M | +37.2% | -59.6% | +96.8% | +58.3% |
| YTD | -7.3% | -45.4% | +38.0% | -0.9% |
| 1Y | +40.0% | -25.1% | +65.1% | +39.4% |
| All | +0.3% | +33.3% | -32.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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