+490.9%
KLAC vs PATH
-76.8%
+567.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -16.6% | +24.0% | +10.7% |
| 7D | +5.7% | -16.3% | +22.0% | +9.0% |
| 30D | -3.6% | +9.9% | -13.5% | -6.6% |
| 3M | -12.8% | +30.2% | -43.0% | -19.2% |
| 6M | +26.1% | +37.2% | -11.2% | +13.4% |
| YTD | +53.3% | -7.3% | +60.6% | +50.4% |
| 1Y | +113.7% | +40.0% | +73.7% | +83.0% |
| 3Y | +274.9% | -4.4% | +279.3% | +229.6% |
| 5Y | +470.1% | -76.0% | +546.2% | +500.8% |
| All | +490.9% | -76.8% | +567.7% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling