+89.6%
AXP vs KIM
+31.1%
+58.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.6% | +4.1% | -3.5% | -1.7% |
| 30D | +5.8% | +16.8% | -11.0% | -3.6% |
| 3M | -6.0% | +5.7% | -11.7% | -9.2% |
| 6M | +0.3% | +9.7% | -9.4% | -5.7% |
| YTD | -12.3% | +30.2% | -42.5% | -26.2% |
| 1Y | -11.2% | +32.1% | -43.4% | -26.1% |
| 3Y | +117.0% | +58.6% | +58.4% | +57.9% |
| All | +89.6% | +31.1% | +58.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling