+440.3%
AXP vs KKR
+724.8%
-284.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +5.2% | +7.9% | -2.6% | +0.8% |
| 3M | -4.6% | -4.4% | -0.2% | -2.9% |
| 6M | +3.2% | -4.0% | +7.2% | +4.1% |
| YTD | -11.3% | -22.6% | +11.3% | -0.6% |
| 1Y | -11.0% | -18.6% | +7.6% | -3.2% |
| 3Y | +120.2% | +60.6% | +59.5% | +54.6% |
| 5Y | +91.7% | +28.4% | +63.3% | +45.8% |
| 10Y | +440.3% | +735.7% | -295.4% | +39.0% |
| All | +440.3% | +724.8% | -284.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 10y: compounded portfolio wealth divided by compounded KKR 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…
10y analysis · Full analysis span regression · 6 months rolling