+95.6%
AXP vs KDP
+15.9%
+79.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.4% | +4.5% | -4.1% | -0.6% |
| 30D | +7.0% | +18.5% | -11.5% | +3.1% |
| 3M | -6.6% | +20.8% | -27.4% | -10.6% |
| 6M | +3.5% | +29.4% | -25.9% | -2.7% |
| YTD | -11.2% | +35.9% | -47.1% | -17.9% |
| 1Y | -10.2% | +42.5% | -52.6% | -18.3% |
| 3Y | +120.0% | +29.4% | +90.7% | +99.9% |
| 5Y | +95.6% | +15.8% | +79.8% | +88.0% |
| All | +95.6% | +15.9% | +79.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling