+400.8%
KLAC vs PATH
-80.0%
+480.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +21.2% | +0.7% | +20.5% | +21.0% |
| 30D | -14.5% | -1.1% | -13.4% | -14.4% |
| 3M | -24.4% | -14.2% | -10.2% | -23.1% |
| 6M | -12.9% | +30.9% | -43.8% | -20.7% |
| YTD | +29.9% | -20.1% | +50.0% | +30.8% |
| 1Y | +31.9% | -8.1% | +40.0% | +26.5% |
| 3Y | +201.5% | -24.3% | +225.8% | +180.5% |
| 5Y | +298.6% | -75.6% | +374.2% | +322.9% |
| All | +400.8% | -80.0% | +480.8% | +443.2% |
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