+119.7%
AXP vs KMB
+4.7%
+115.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +7.0% | +14.1% | -7.1% | +5.8% |
| 3M | -6.6% | -0.5% | -6.1% | -6.8% |
| 6M | +3.5% | +16.6% | -13.1% | +2.4% |
| YTD | -11.2% | +13.7% | -24.9% | -12.2% |
| 1Y | -10.2% | +16.1% | -26.2% | -11.4% |
| All | +119.7% | +4.7% | +115.0% | +108.5% |
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 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