+7.8%
AXP vs KRMN
+32.3%
-24.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.1% |
| 30D | -4.3% | -31.8% | +27.5% | +0.8% |
| 3M | +4.7% | -20.0% | +24.7% | +7.2% |
| 6M | +9.0% | -60.5% | +69.5% | +22.4% |
| YTD | -11.1% | -45.8% | +34.6% | -7.3% |
| 1Y | +1.3% | -36.4% | +37.6% | +0.5% |
| All | +7.8% | +32.3% | -24.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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