+11,651.7%
AXP vs KIM
+3,330.6%
+8,321.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +0.4% | +5.0% | -4.6% | -2.1% |
| 30D | +7.0% | +15.8% | -8.7% | -0.9% |
| 3M | -6.6% | +4.3% | -10.9% | -8.7% |
| 6M | +3.5% | +11.4% | -7.9% | -2.7% |
| YTD | -11.2% | +30.8% | -42.0% | -23.4% |
| 1Y | -10.2% | +31.4% | -41.6% | -22.8% |
| 3Y | +120.0% | +57.7% | +62.4% | +70.2% |
| 5Y | +95.6% | +31.7% | +63.8% | +64.6% |
| 10Y | +468.1% | +67.4% | +400.8% | +280.7% |
| All | +11,651.7% | +3,330.6% | +8,321.0% | +3,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling