+15.4%
KLAC vs PATH
-10.2%
+25.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | -12.3% | -5.3% | -7.0% | -12.8% |
| 30D | -29.6% | -0.5% | -29.1% | -29.6% |
| 3M | -28.2% | -7.1% | -21.1% | -28.7% |
| 6M | -23.6% | +23.8% | -47.4% | -21.8% |
| YTD | +14.4% | -20.7% | +35.1% | +18.1% |
| 1Y | +15.4% | -8.1% | +23.5% | +18.0% |
| All | +15.4% | -10.2% | +25.6% | +18.0% |
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