-13.7%
AXP vs KEYS
+64.9%
-78.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.1% | +16.7% | -18.9% | -2.9% |
| 30D | +2.7% | -17.8% | +20.5% | +3.7% |
| 3M | -7.3% | -14.2% | +6.9% | -6.6% |
| 6M | +1.8% | -15.9% | +17.7% | +2.5% |
| YTD | -13.1% | +49.7% | -62.8% | -22.2% |
| 1Y | -13.7% | +65.3% | -79.0% | -25.9% |
| All | -13.7% | +64.9% | -78.6% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling