+358.2%
AXP vs KEYS
+1,072.8%
-714.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | -2.1% | +2.3% | -4.4% | -3.0% |
| 30D | -6.5% | -2.6% | -3.9% | -5.9% |
| 3M | +4.6% | -4.6% | +9.3% | +5.1% |
| 6M | +5.4% | +8.7% | -3.3% | -0.5% |
| YTD | -11.1% | +61.0% | -72.2% | -30.1% |
| 1Y | -0.3% | +96.0% | -96.3% | -28.4% |
| 3Y | +111.6% | +144.4% | -32.8% | +35.3% |
| 5Y | +117.6% | +80.5% | +37.1% | +54.3% |
| 10Y | +474.1% | +974.9% | -500.8% | +117.6% |
| All | +358.2% | +1,072.8% | -714.6% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling