We investigate path-wise observables in experiments on driven colloids in a periodic light field to dissect selected intricate transport features, kinetics, and transition-path time statistics out of thermodynamic equilibrium. These observables directly reflect the properties of individual paths in contrast to the properties of an ensemble of particles, such as radial distribution functions or mean-squared displacements. In particular, we present two distinct albeit equivalent formulations of the underlying stochastic equation of motion, highlight their respective practical relevance, and show how to interchange between them. We discuss conceptually different notions of local velocities and interrogate one- and two-sided first-passage and transition-path time statistics in and out of equilibrium. Our results reiterate how path-wise observables may be employed to systematically assess the quality of experimental data and demonstrate that, given sufficient control and sampling, one may quantitatively verify subtle theoretical predictions.