+11,658.3%
AXP vs KIM
+3,058.9%
+8,599.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -6.5% | -4.0% | -2.6% | -4.6% |
| 3M | +4.6% | +0.5% | +4.1% | +4.0% |
| 6M | +5.4% | +3.6% | +1.8% | +3.0% |
| YTD | -11.1% | +20.4% | -31.5% | -19.9% |
| 1Y | -0.3% | +9.7% | -10.0% | -5.8% |
| 3Y | +111.6% | +46.0% | +65.6% | +70.0% |
| 5Y | +117.6% | +34.4% | +83.1% | +81.1% |
| 10Y | +474.1% | +29.3% | +444.8% | +338.5% |
| All | +11,658.3% | +3,058.9% | +8,599.4% | +3,182.4% |
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