+385.0%
KLAC vs PATH
-79.7%
+464.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +10.0% | +2.1% | +7.9% | +9.5% |
| 30D | -14.8% | +1.6% | -16.4% | -15.2% |
| 3M | -27.2% | -20.4% | -6.7% | -24.6% |
| 6M | -17.5% | +40.1% | -57.6% | -25.9% |
| YTD | +25.8% | -19.0% | +44.9% | +26.3% |
| 1Y | +31.8% | -5.8% | +37.6% | +25.7% |
| 3Y | +195.3% | -22.9% | +218.2% | +173.6% |
| 5Y | +285.9% | -75.3% | +361.2% | +308.4% |
| All | +385.0% | -79.7% | +464.7% | +424.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling