+469.1%
AXP vs KIM
+29.2%
+439.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -6.5% | -4.0% | -2.6% | -4.5% |
| 3M | +4.6% | +0.5% | +4.1% | +3.9% |
| 6M | +5.4% | +3.6% | +1.8% | +2.8% |
| YTD | -11.1% | +20.4% | -31.5% | -20.4% |
| 1Y | -0.3% | +9.7% | -10.0% | -6.1% |
| 3Y | +111.6% | +46.0% | +65.6% | +67.6% |
| 5Y | +117.6% | +34.4% | +83.1% | +78.8% |
| All | +469.1% | +29.2% | +439.9% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling