+114.5%
AXP vs KEEL
+193.7%
-79.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.6% |
| 7D | +0.6% | +21.5% | -20.9% | -1.0% |
| 30D | -4.3% | -3.9% | -0.5% | -4.4% |
| 3M | +4.7% | -34.1% | +38.8% | +6.9% |
| 6M | +9.0% | +82.8% | -73.9% | +0.6% |
| YTD | -11.1% | +58.7% | -69.9% | -17.6% |
| 1Y | +1.3% | +191.4% | -190.1% | -14.8% |
| 3Y | +114.5% | +205.7% | -91.3% | +68.0% |
| All | +114.5% | +193.7% | -79.2% | +68.0% |
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