+2,047.5%
KLAC vs AXP
+449.9%
+1,597.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +7.4% |
| 7D | -12.3% | +0.6% | -12.9% | -12.6% |
| 30D | -29.6% | +5.8% | -35.5% | -32.0% |
| 3M | -28.2% | -6.0% | -22.2% | -25.8% |
| 6M | -23.6% | +0.3% | -23.9% | -24.7% |
| YTD | +14.4% | -12.3% | +26.7% | +21.4% |
| 1Y | +15.4% | -11.2% | +26.7% | +21.5% |
| 3Y | +184.3% | +117.0% | +67.3% | +71.5% |
| 5Y | +248.9% | +93.2% | +155.7% | +121.0% |
| All | +2,047.5% | +449.9% | +1,597.6% | +731.0% |
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