+403.0%
AXP vs KWEB
-21.6%
+424.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | -2.1% | -7.5% | +5.3% | -0.6% |
| 30D | +2.7% | -7.3% | +10.0% | +4.2% |
| 3M | -7.3% | -16.8% | +9.5% | -3.8% |
| 6M | +1.8% | -21.4% | +23.2% | +6.5% |
| YTD | -13.1% | -32.7% | +19.7% | -6.2% |
| 1Y | -13.7% | -38.2% | +24.5% | -5.3% |
| 3Y | +113.1% | -4.8% | +117.9% | +108.1% |
| 5Y | +85.9% | -47.1% | +133.1% | +102.5% |
| All | +403.0% | -21.6% | +424.6% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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