+424.9%
AXP vs KWEB
-19.5%
+444.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.3% |
| 30D | +3.7% | -4.4% | +8.1% | +4.6% |
| 3M | -4.9% | -15.7% | +10.8% | -1.6% |
| 6M | +4.1% | -20.0% | +24.1% | +8.5% |
| YTD | -11.7% | -30.5% | +18.8% | -5.4% |
| 1Y | -11.7% | -36.6% | +24.8% | -3.6% |
| 3Y | +116.5% | -1.7% | +118.2% | +110.0% |
| 5Y | +89.5% | -45.0% | +134.5% | +104.5% |
| 10Y | +424.9% | -19.8% | +444.7% | +365.8% |
| All | +424.9% | -19.5% | +444.4% | +365.8% |
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