-23.6%
KLAC vs AXP
+0.9%
-24.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.8% |
| 7D | -12.3% | +0.6% | -12.9% | -12.0% |
| 30D | -29.6% | +5.8% | -35.5% | -29.3% |
| 3M | -28.2% | -6.0% | -22.2% | -27.9% |
| 6M | -23.6% | +0.3% | -23.9% | -25.0% |
| All | -23.6% | +0.9% | -24.5% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling