-78.0%
PATH vs KWEB
-57.3%
-20.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.0% | -18.6% | -17.5% |
| 7D | -16.3% | -1.0% | -15.3% | -16.1% |
| 30D | +9.9% | -8.7% | +18.6% | +14.2% |
| 3M | +30.2% | -4.0% | +34.1% | +32.3% |
| 6M | +37.2% | -13.1% | +50.4% | +44.4% |
| YTD | -7.3% | -23.5% | +16.2% | +3.5% |
| 1Y | +40.0% | -27.2% | +67.2% | +60.2% |
| 3Y | -4.4% | -2.1% | -2.3% | -10.7% |
| 5Y | -76.0% | -40.8% | -35.2% | -73.5% |
| All | -78.0% | -57.3% | -20.7% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling