-21.8%
PATH vs KWEB
-0.1%
-21.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.3% | +9.4% | -14.7% | -7.8% |
| 30D | -0.5% | +2.3% | -2.8% | -1.2% |
| 3M | -7.1% | -12.3% | +5.2% | -3.8% |
| 6M | +23.8% | -16.4% | +40.2% | +29.5% |
| YTD | -20.7% | -26.9% | +6.2% | -13.6% |
| 1Y | -8.1% | -33.2% | +25.1% | +2.9% |
| 3Y | -21.8% | +1.2% | -23.0% | -21.8% |
| All | -21.8% | -0.1% | -21.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling