-11.7%
AXP vs KEEL
-40.3%
+28.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -0.4% |
| 7D | -2.9% | -1.4% | -1.4% | -2.9% |
| 30D | +3.7% | -29.8% | +33.5% | +4.9% |
| 3M | -4.9% | -37.1% | +32.2% | -3.8% |
| 6M | +4.1% | -51.9% | +55.9% | +5.3% |
| YTD | -11.7% | -11.9% | +0.2% | -15.0% |
| 1Y | -11.7% | -38.6% | +26.8% | -14.4% |
| All | -11.7% | -40.3% | +28.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling