+787.0%
AXP vs KDP
+1,132.0%
-345.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.7% |
| 30D | -6.5% | +6.0% | -12.5% | -9.2% |
| 3M | +4.6% | +9.2% | -4.5% | -0.1% |
| 6M | +5.4% | +14.7% | -9.3% | -2.3% |
| YTD | -11.1% | +19.2% | -30.3% | -19.6% |
| 1Y | -0.3% | +15.2% | -15.5% | -8.9% |
| 3Y | +111.6% | +6.0% | +105.6% | +95.9% |
| 5Y | +117.6% | +5.4% | +112.2% | +100.1% |
| 10Y | +474.1% | +171.9% | +302.2% | +193.4% |
| All | +787.0% | +1,132.0% | -345.0% | +46.4% |
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