+117.3%
AXP vs KEEL
+63.3%
+54.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | +0.7% |
| 7D | -1.1% | +3.7% | -4.8% | -1.7% |
| 30D | +5.2% | -35.7% | +41.0% | +8.2% |
| 3M | -4.6% | -49.5% | +44.9% | -0.7% |
| 6M | +3.2% | -50.6% | +53.8% | +6.1% |
| YTD | -11.3% | -16.6% | +5.2% | -14.3% |
| 1Y | -11.0% | -46.4% | +35.4% | -11.0% |
| All | +117.3% | +63.3% | +54.0% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling