+448.7%
AXP vs KEY
+120.9%
+327.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | +5.8% | +5.1% | +0.7% | +2.8% |
| 3M | -6.0% | -7.1% | +1.1% | -2.1% |
| 6M | +0.3% | -4.4% | +4.7% | +2.7% |
| YTD | -12.3% | +4.0% | -16.3% | -14.2% |
| 1Y | -11.2% | +23.4% | -34.7% | -21.2% |
| 3Y | +117.0% | +113.9% | +3.1% | +37.5% |
| 5Y | +93.2% | +12.3% | +80.8% | +66.7% |
| All | +448.7% | +120.9% | +327.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling