-21.0%
PATH vs KVYO
-39.8%
+18.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.3% |
| 7D | +2.1% | +6.9% | -4.8% | -0.8% |
| 30D | +1.6% | +30.1% | -28.5% | -9.6% |
| 3M | -20.4% | +15.1% | -35.6% | -25.5% |
| 6M | +40.1% | +55.4% | -15.3% | +15.7% |
| YTD | -19.0% | -31.8% | +12.8% | -12.3% |
| 1Y | -5.8% | -22.3% | +16.5% | -2.8% |
| 3Y | -22.9% | -13.7% | -9.2% | -26.0% |
| All | -21.0% | -39.8% | +18.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 10y: compounded portfolio wealth divided by compounded KVYO 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…
10y analysis · Full analysis span regression · 6 months rolling