+0.3%
AXP vs KEEL
+185.4%
-185.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -2.5% | +19.3% | -21.8% | -3.2% |
| 30D | -5.0% | +9.1% | -14.2% | -5.6% |
| 3M | +1.4% | -31.5% | +32.9% | +2.3% |
| 6M | +6.0% | +75.8% | -69.8% | +1.2% |
| YTD | -12.3% | +57.9% | -70.2% | -16.1% |
| 1Y | +0.3% | +133.3% | -133.1% | -6.7% |
| All | +0.3% | +185.4% | -185.1% | -6.7% |
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