+2,323.7%
KLAC vs AXP
+414.5%
+1,909.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | +21.2% | -2.1% | +23.3% | +22.7% |
| 30D | -14.5% | +2.7% | -17.2% | -15.8% |
| 3M | -24.4% | -7.3% | -17.1% | -21.2% |
| 6M | -12.9% | +1.8% | -14.7% | -14.9% |
| YTD | +29.9% | -13.1% | +43.0% | +38.7% |
| 1Y | +31.9% | -13.7% | +45.6% | +41.4% |
| 3Y | +201.5% | +113.1% | +88.4% | +83.7% |
| 5Y | +298.6% | +85.9% | +212.6% | +158.3% |
| All | +2,323.7% | +414.5% | +1,909.2% | +803.1% |
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