+117.0%
AXP vs KR
+39.7%
+77.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | -6.5% | +4.1% | -10.6% | -6.6% |
| 3M | +4.6% | -5.2% | +9.9% | +4.7% |
| 6M | +5.4% | -12.8% | +18.2% | +5.5% |
| YTD | -11.1% | -4.6% | -6.5% | -11.4% |
| 1Y | -0.3% | -11.7% | +11.4% | -0.3% |
| 3Y | +111.6% | +36.3% | +75.3% | +100.5% |
| All | +117.0% | +39.7% | +77.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling