+474.6%
AXP vs KWEB
-20.7%
+495.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | -4.3% | -11.5% | +7.2% | -2.0% |
| 3M | +4.7% | -2.9% | +7.6% | +5.2% |
| 6M | +9.0% | -14.6% | +23.6% | +12.1% |
| YTD | -11.1% | -25.5% | +14.4% | -6.0% |
| 1Y | +1.3% | -31.1% | +32.4% | +8.7% |
| 3Y | +114.5% | +3.0% | +111.5% | +106.2% |
| 5Y | +118.0% | -42.6% | +160.6% | +132.7% |
| All | +474.6% | -20.7% | +495.3% | +393.4% |
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