+113.7%
KLAC vs PATH
+39.0%
+74.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -16.6% | +24.0% | +6.9% |
| 7D | +5.7% | -16.3% | +22.0% | +5.3% |
| 30D | -3.6% | +9.9% | -13.5% | -3.8% |
| 3M | -12.8% | +30.2% | -43.0% | -12.4% |
| 6M | +26.1% | +37.2% | -11.2% | +26.0% |
| YTD | +53.3% | -7.3% | +60.6% | +58.8% |
| 1Y | +113.7% | +40.0% | +73.7% | +109.5% |
| All | +113.7% | +39.0% | +74.7% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling