+113.7%
KLAC vs AXP
+1.4%
+112.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.7% |
| 7D | +5.7% | -2.1% | +7.8% | +6.4% |
| 30D | -3.6% | -6.5% | +2.9% | -1.5% |
| 3M | -12.8% | +4.6% | -17.5% | -15.0% |
| 6M | +26.1% | +5.4% | +20.6% | +22.0% |
| YTD | +53.3% | -11.1% | +64.4% | +58.3% |
| 1Y | +113.7% | -0.3% | +114.0% | +112.8% |
| All | +113.7% | +1.4% | +112.2% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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