+157,277.0%
KLAC vs AXP
+6,658.5%
+150,618.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.9% |
| 7D | +5.7% | -2.1% | +7.8% | +6.8% |
| 30D | -3.6% | -6.5% | +2.9% | -0.4% |
| 3M | -12.8% | +4.6% | -17.5% | -15.2% |
| 6M | +26.1% | +5.4% | +20.6% | +21.8% |
| YTD | +53.3% | -11.1% | +64.4% | +60.5% |
| 1Y | +113.7% | -0.3% | +114.0% | +110.7% |
| 3Y | +274.9% | +111.6% | +163.3% | +153.3% |
| 5Y | +470.1% | +117.6% | +352.6% | +275.2% |
| 10Y | +2,997.0% | +474.1% | +2,522.9% | +1,127.6% |
| All | +157,277.0% | +6,658.5% | +150,618.5% | +18,877.5% |
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