+6,763.5%
AXP vs KEY
+1,017.8%
+5,745.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | +4.6% | +1.7% | +3.0% | +3.8% |
| 30D | +9.7% | +6.8% | +2.9% | +6.2% |
| 3M | -3.8% | -5.8% | +2.0% | -0.9% |
| 6M | +4.8% | +1.4% | +3.4% | +4.0% |
| YTD | -9.1% | +7.5% | -16.6% | -12.3% |
| 1Y | -6.7% | +29.6% | -36.3% | -18.1% |
| 3Y | +125.2% | +118.8% | +6.4% | +49.1% |
| 5Y | +105.0% | +16.8% | +88.1% | +73.4% |
| 10Y | +481.5% | +133.0% | +348.4% | +229.6% |
| All | +6,763.5% | +1,017.8% | +5,745.6% | +1,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling