+403.0%
AXP vs KDP
+238.8%
+164.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +0.6% |
| 7D | -2.1% | -4.0% | +1.9% | -1.0% |
| 30D | +2.7% | +8.5% | -5.8% | +0.1% |
| 3M | -7.3% | +20.7% | -28.0% | -12.7% |
| 6M | +1.8% | +23.2% | -21.4% | -5.0% |
| YTD | -13.1% | +30.5% | -43.5% | -20.9% |
| 1Y | -13.7% | +35.9% | -49.6% | -22.6% |
| 3Y | +113.1% | +24.8% | +88.3% | +92.6% |
| 5Y | +85.9% | +13.4% | +72.5% | +73.9% |
| All | +403.0% | +238.8% | +164.2% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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