+313.3%
KLAC vs PATH
-80.1%
+393.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -3.7% | -9.6% | -12.6% |
| 7D | -22.5% | -5.6% | -16.9% | -21.5% |
| 30D | -34.3% | -0.7% | -33.6% | -34.2% |
| 3M | -32.6% | -5.9% | -26.7% | -32.9% |
| 6M | -24.9% | +21.6% | -46.5% | -30.5% |
| YTD | +7.2% | -20.6% | +27.8% | +8.0% |
| 1Y | +6.3% | -10.6% | +16.9% | +2.7% |
| 3Y | +166.1% | -24.9% | +190.9% | +147.8% |
| 5Y | +227.0% | -76.8% | +303.8% | +249.5% |
| All | +313.3% | -80.1% | +393.4% | +348.8% |
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