+448.7%
AXP vs KMB
+36.7%
+412.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.8% | +12.4% | -6.6% | +2.2% |
| 3M | -6.0% | +1.0% | -7.0% | -6.4% |
| 6M | +0.3% | +12.1% | -11.8% | -3.4% |
| YTD | -12.3% | +11.6% | -23.9% | -15.8% |
| 1Y | -11.2% | +13.1% | -24.4% | -15.2% |
| 3Y | +117.0% | +1.6% | +115.5% | +108.1% |
| 5Y | +93.2% | -0.3% | +93.5% | +83.9% |
| All | +448.7% | +36.7% | +412.0% | +393.5% |
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