+186.7%
AXP vs KEEL
+283.4%
-96.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -2.1% | +7.8% | -9.9% | -2.5% |
| 30D | -6.5% | -11.7% | +5.2% | -6.2% |
| 3M | +4.6% | -41.5% | +46.1% | +6.4% |
| 6M | +5.4% | +54.9% | -49.5% | +1.9% |
| YTD | -11.1% | +47.7% | -58.8% | -14.3% |
| 1Y | -0.3% | +177.6% | -177.9% | -7.9% |
| 3Y | +111.6% | +164.9% | -53.3% | +90.6% |
| 5Y | +117.6% | -45.9% | +163.4% | +96.3% |
| All | +186.7% | +283.4% | -96.7% | +152.4% |
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