+440.3%
AXP vs KDP
+235.7%
+204.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +5.2% | +16.3% | -11.1% | +0.6% |
| 3M | -4.6% | +24.0% | -28.6% | -10.7% |
| 6M | +3.2% | +30.0% | -26.8% | -5.1% |
| YTD | -11.3% | +36.1% | -47.4% | -20.2% |
| 1Y | -11.0% | +46.8% | -57.8% | -21.9% |
| 3Y | +120.2% | +30.5% | +89.7% | +96.7% |
| 5Y | +91.7% | +17.9% | +73.8% | +77.6% |
| 10Y | +440.3% | +239.3% | +201.1% | +329.2% |
| All | +440.3% | +235.7% | +204.6% | +329.2% |
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