-11.2%
AXP vs KEY
+24.1%
-35.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +5.8% | +5.1% | +0.7% | +2.0% |
| 3M | -6.0% | -7.1% | +1.1% | -0.7% |
| 6M | +0.3% | -4.4% | +4.7% | +3.6% |
| YTD | -12.3% | +4.0% | -16.3% | -14.4% |
| 1Y | -11.2% | +23.4% | -34.7% | -23.9% |
| All | -11.2% | +24.1% | -35.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling