+184.9%
AXP vs KEEL
+128.7%
+56.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -0.5% |
| 7D | -2.9% | -1.4% | -1.4% | -2.9% |
| 30D | +3.7% | -29.8% | +33.5% | +5.0% |
| 3M | -4.9% | -37.1% | +32.2% | -3.5% |
| 6M | +4.1% | -51.9% | +55.9% | +6.1% |
| YTD | -11.7% | -11.9% | +0.2% | -13.2% |
| 1Y | -11.7% | -38.6% | +26.8% | -12.1% |
| 3Y | +116.5% | +72.5% | +44.0% | +98.4% |
| 5Y | +89.5% | -74.4% | +163.9% | +74.7% |
| All | +184.9% | +128.7% | +56.2% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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