+95.6%
AXP vs KIM
+31.2%
+64.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.7% |
| 7D | +0.4% | +5.0% | -4.6% | -2.4% |
| 30D | +7.0% | +15.8% | -8.7% | -1.9% |
| 3M | -6.6% | +4.3% | -10.9% | -9.0% |
| 6M | +3.5% | +11.4% | -7.9% | -3.6% |
| YTD | -11.2% | +30.8% | -42.0% | -25.3% |
| 1Y | -10.2% | +31.4% | -41.6% | -24.8% |
| 3Y | +120.0% | +57.7% | +62.4% | +61.4% |
| 5Y | +95.6% | +31.7% | +63.8% | +60.3% |
| All | +95.6% | +31.2% | +64.3% | +60.3% |
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