+117,330.7%
KLAC vs AXP
+6,571.9%
+110,758.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +7.3% |
| 7D | -12.3% | +0.6% | -12.9% | -12.6% |
| 30D | -29.6% | +5.8% | -35.5% | -31.6% |
| 3M | -28.2% | -6.0% | -22.2% | -26.2% |
| 6M | -23.6% | +0.3% | -23.9% | -24.4% |
| YTD | +14.4% | -12.3% | +26.7% | +20.3% |
| 1Y | +15.4% | -11.2% | +26.7% | +20.6% |
| 3Y | +184.3% | +117.0% | +67.3% | +89.6% |
| 5Y | +248.9% | +93.2% | +155.7% | +143.4% |
| 10Y | +2,076.9% | +461.2% | +1,615.8% | +773.6% |
| All | +117,330.7% | +6,571.9% | +110,758.8% | +14,122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling