-81.2%
PATH vs KWEB
-60.1%
-21.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.9% |
| 7D | -2.7% | +4.1% | -6.8% | -4.5% |
| 30D | -3.7% | -2.5% | -1.2% | -2.7% |
| 3M | -13.8% | -15.2% | +1.4% | -7.5% |
| 6M | +20.3% | -17.7% | +38.0% | +30.3% |
| YTD | -20.8% | -28.6% | +7.8% | -8.9% |
| 1Y | -9.2% | -33.8% | +24.6% | +8.4% |
| 3Y | -21.8% | +1.2% | -22.9% | -28.5% |
| 5Y | -77.4% | -39.2% | -38.2% | -75.0% |
| All | -81.2% | -60.1% | -21.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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