-11.7%
AXP vs KIM
+31.2%
-42.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | +3.7% | +14.8% | -11.1% | 0.0% |
| 3M | -4.9% | +8.1% | -13.0% | -7.0% |
| 6M | +4.1% | +11.7% | -7.6% | -0.1% |
| YTD | -11.7% | +30.7% | -42.4% | -20.9% |
| 1Y | -11.7% | +29.7% | -41.5% | -20.1% |
| All | -11.7% | +31.2% | -42.9% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling