+428.4%
AXP vs KR
+161.7%
+266.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | -0.6% | +2.7% | -3.3% | -0.7% |
| 30D | +5.0% | +11.3% | -6.3% | +4.6% |
| 3M | -4.2% | +22.3% | -26.5% | -4.9% |
| 6M | +2.9% | +5.8% | -2.8% | +2.6% |
| YTD | -11.6% | +11.7% | -23.3% | -12.2% |
| 1Y | -11.1% | +8.9% | -20.0% | -11.6% |
| 3Y | +116.7% | +67.1% | +49.6% | +108.8% |
| 5Y | +89.6% | +80.0% | +9.6% | +81.8% |
| 10Y | +428.4% | +156.3% | +272.1% | +381.2% |
| All | +428.4% | +161.7% | +266.7% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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