+448.7%
AXP vs KDP
+231.8%
+216.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | +5.8% | +19.9% | -14.1% | +0.3% |
| 3M | -6.0% | +21.5% | -27.5% | -11.5% |
| 6M | +0.3% | +30.1% | -29.8% | -7.7% |
| YTD | -12.3% | +34.9% | -47.2% | -20.8% |
| 1Y | -11.2% | +43.4% | -54.6% | -21.5% |
| 3Y | +117.0% | +29.1% | +87.9% | +94.7% |
| 5Y | +93.2% | +15.0% | +78.2% | +80.4% |
| All | +448.7% | +231.8% | +216.9% | +342.3% |
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