+180.5%
AXP vs KEEL
+115.5%
+65.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -1.3% |
| 7D | -2.1% | +18.2% | -20.3% | -2.9% |
| 30D | +2.7% | -32.1% | +34.7% | +4.1% |
| 3M | -7.3% | -44.9% | +37.6% | -5.4% |
| 6M | +1.8% | -52.1% | +53.9% | +3.8% |
| YTD | -13.1% | -17.0% | +4.0% | -14.3% |
| 1Y | -13.7% | -38.5% | +24.8% | -14.1% |
| 3Y | +113.1% | +62.5% | +50.6% | +95.8% |
| 5Y | +85.9% | -77.3% | +163.2% | +71.9% |
| All | +180.5% | +115.5% | +65.0% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling