+464.9%
AXP vs KR
+127.4%
+337.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -4.3% | +1.5% | -5.9% | -4.4% |
| 3M | +4.7% | -8.5% | +13.2% | +4.9% |
| 6M | +9.0% | -21.9% | +30.9% | +9.7% |
| YTD | -11.1% | -6.9% | -4.3% | -11.2% |
| 1Y | +1.3% | -14.0% | +15.3% | +1.5% |
| 3Y | +114.5% | +30.3% | +84.2% | +108.8% |
| 5Y | +118.0% | +37.7% | +80.3% | +111.1% |
| 10Y | +464.9% | +125.2% | +339.7% | +416.5% |
| All | +464.9% | +127.4% | +337.5% | +416.5% |
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