+114.5%
AXP vs KEYS
+82.0%
+32.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.5% | +2.9% | -5.4% | -3.5% |
| 30D | -5.0% | -1.3% | -3.7% | -4.9% |
| 3M | +1.4% | -0.1% | +1.5% | 0.0% |
| 6M | +6.0% | +17.4% | -11.4% | -2.8% |
| YTD | -12.3% | +62.9% | -75.2% | -31.7% |
| 1Y | +0.3% | +95.7% | -95.5% | -28.8% |
| 3Y | +111.7% | +150.2% | -38.5% | +30.0% |
| 5Y | +114.5% | +83.1% | +31.5% | +46.7% |
| All | +114.5% | +82.0% | +32.6% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling