+114.5%
AXP vs KEYS
+153.6%
-39.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +0.6% | +4.4% | -3.8% | -0.6% |
| 30D | -4.3% | -2.2% | -2.1% | -4.0% |
| 3M | +4.7% | +0.5% | +4.2% | +3.4% |
| 6M | +9.0% | +22.4% | -13.4% | -0.2% |
| YTD | -11.1% | +64.1% | -75.2% | -29.0% |
| 1Y | +1.3% | +97.0% | -95.7% | -25.9% |
| 3Y | +114.5% | +152.0% | -37.5% | +34.6% |
| All | +114.5% | +153.6% | -39.1% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling