+3,041.8%
KLAC vs AXP
+465.7%
+2,576.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +10.6% | +0.6% | +10.0% | +10.1% |
| 30D | -4.5% | -4.3% | -0.2% | -2.1% |
| 3M | -10.3% | +4.7% | -15.0% | -13.3% |
| 6M | +40.9% | +9.0% | +31.9% | +32.3% |
| YTD | +56.1% | -11.1% | +67.2% | +64.8% |
| 1Y | +109.0% | +1.3% | +107.7% | +103.1% |
| 3Y | +288.8% | +114.5% | +174.4% | +137.8% |
| 5Y | +489.1% | +118.0% | +371.1% | +249.3% |
| 10Y | +3,041.8% | +464.9% | +2,576.9% | +1,107.2% |
| All | +3,041.8% | +465.7% | +2,576.1% | +1,107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling