+288.8%
KLAC vs AXON
+134.7%
+154.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | +10.6% | -2.5% | +13.1% | +10.9% |
| 30D | -4.5% | -11.5% | +7.0% | -3.2% |
| 3M | -10.3% | +7.3% | -17.5% | -12.7% |
| 6M | +40.9% | -11.9% | +52.8% | +41.8% |
| YTD | +56.1% | -11.0% | +67.1% | +55.8% |
| 1Y | +109.0% | -31.8% | +140.8% | +119.1% |
| 3Y | +288.8% | +135.4% | +153.4% | +165.7% |
| All | +288.8% | +134.7% | +154.1% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling