+85.9%
AXP vs KEYS
+62.9%
+23.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.1% | +16.7% | -18.9% | -7.0% |
| 30D | +2.7% | -17.8% | +20.5% | +8.7% |
| 3M | -7.3% | -14.2% | +6.9% | -3.8% |
| 6M | +1.8% | -15.9% | +17.7% | +5.1% |
| YTD | -13.1% | +49.7% | -62.8% | -31.4% |
| 1Y | -13.7% | +65.3% | -79.0% | -35.2% |
| 3Y | +113.1% | +144.9% | -31.7% | +28.1% |
| 5Y | +85.9% | +63.0% | +22.9% | +19.1% |
| All | +85.9% | +62.9% | +23.0% | +19.1% |
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