+807.3%
AXP vs KDP
+1,300.8%
-493.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | -0.5% |
| 7D | +4.6% | +5.3% | -0.7% | +2.0% |
| 30D | +9.7% | +19.1% | -9.4% | +1.2% |
| 3M | -3.8% | +19.2% | -22.9% | -11.7% |
| 6M | +4.8% | +29.3% | -24.5% | -7.8% |
| YTD | -9.1% | +35.5% | -44.6% | -22.7% |
| 1Y | -6.7% | +43.5% | -50.2% | -22.9% |
| 3Y | +125.2% | +29.0% | +96.2% | +89.8% |
| 5Y | +105.0% | +16.2% | +88.8% | +80.6% |
| 10Y | +481.5% | +235.5% | +245.9% | +165.9% |
| All | +807.3% | +1,300.8% | -493.6% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling