-81.4%
PATH vs KWEB
-60.6%
-20.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -2.3% | +3.4% | -5.6% | -3.8% |
| 30D | -4.8% | -3.5% | -1.3% | -3.4% |
| 3M | -17.7% | -17.4% | -0.3% | -10.6% |
| 6M | +18.9% | -18.6% | +37.5% | +29.5% |
| YTD | -21.7% | -29.3% | +7.6% | -9.5% |
| 1Y | -9.6% | -35.9% | +26.3% | +9.5% |
| 3Y | -25.8% | -0.1% | -25.8% | -31.8% |
| 5Y | -77.1% | -41.2% | -35.9% | -74.3% |
| All | -81.4% | -60.6% | -20.8% | -71.5% |
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