+465.4%
AXP vs KEYS
+1,049.9%
-584.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -0.4% |
| 7D | -0.5% | +3.5% | -3.9% | -1.8% |
| 30D | -5.6% | -4.5% | -1.2% | -4.2% |
| 3M | +2.2% | -0.4% | +2.6% | +0.9% |
| 6M | +6.7% | +19.1% | -12.4% | -3.3% |
| YTD | -11.5% | +66.7% | -78.2% | -32.4% |
| 1Y | -0.4% | +96.5% | -96.8% | -29.8% |
| 3Y | +113.0% | +155.2% | -42.1% | +29.7% |
| 5Y | +117.4% | +88.0% | +29.4% | +47.9% |
| All | +465.4% | +1,049.9% | -584.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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