+7.3%
AXP vs KRMN
+46.4%
-39.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +0.2% |
| 7D | -0.6% | +11.1% | -11.8% | -2.2% |
| 30D | +5.0% | +34.7% | -29.8% | +0.4% |
| 3M | -4.2% | -29.4% | +25.1% | -0.2% |
| 6M | +2.9% | -27.8% | +30.8% | +5.8% |
| YTD | -11.6% | -40.0% | +28.4% | -9.6% |
| 1Y | -11.1% | -39.3% | +28.2% | -9.8% |
| All | +7.3% | +46.4% | -39.1% | -22.5% |
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