+440.3%
AXP vs KMB
+41.7%
+398.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -1.1% | +3.4% | -4.5% | -2.1% |
| 30D | +5.2% | +14.7% | -9.5% | +1.0% |
| 3M | -4.6% | +3.3% | -7.9% | -5.6% |
| 6M | +3.2% | +16.8% | -13.6% | -1.8% |
| YTD | -11.3% | +15.2% | -26.6% | -15.8% |
| 1Y | -11.0% | +13.3% | -24.3% | -15.0% |
| 3Y | +120.2% | +5.4% | +114.7% | +108.7% |
| 5Y | +91.7% | +2.7% | +89.0% | +80.9% |
| 10Y | +440.3% | +38.7% | +401.7% | +378.7% |
| All | +440.3% | +41.7% | +398.6% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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