-11.1%
AXP vs KEEL
-32.0%
+20.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.0% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +4.4% | -27.1% | +31.5% | +5.4% |
| 3M | -6.4% | -43.8% | +37.4% | -5.0% |
| 6M | +4.2% | -55.2% | +59.3% | +5.5% |
| YTD | -12.4% | -20.9% | +8.5% | -15.2% |
| 1Y | -11.1% | -28.5% | +17.4% | -13.9% |
| All | -11.1% | -32.0% | +20.9% | -13.9% |
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