+111.1%
AXP vs KMB
-5.5%
+116.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.1% | -3.0% | +0.9% | -1.9% |
| 30D | -6.5% | -5.5% | -1.1% | -6.2% |
| 3M | +4.6% | +14.0% | -9.3% | +4.0% |
| 6M | +5.4% | +4.1% | +1.3% | +5.1% |
| YTD | -11.1% | +8.0% | -19.2% | -11.7% |
| 1Y | -0.3% | -13.7% | +13.4% | +0.5% |
| All | +111.1% | -5.5% | +116.6% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling