+89.6%
AXP vs KIM
+39.0%
+50.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.6% | +2.8% | -3.4% | -2.2% |
| 30D | +5.0% | +15.9% | -10.9% | -4.0% |
| 3M | -4.2% | +7.8% | -12.0% | -8.5% |
| 6M | +2.9% | +11.9% | -8.9% | -4.4% |
| YTD | -11.6% | +31.0% | -42.6% | -25.9% |
| 1Y | -11.1% | +32.3% | -43.4% | -26.0% |
| 3Y | +116.7% | +65.5% | +51.3% | +53.4% |
| 5Y | +89.6% | +37.2% | +52.4% | +49.7% |
| All | +89.6% | +39.0% | +50.6% | +49.7% |
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