+414.7%
AXP vs KWEB
+19.7%
+395.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | -1.1% | +4.1% | -5.2% | -2.0% |
| 30D | +5.2% | -2.5% | +7.7% | +5.7% |
| 3M | -4.6% | -15.2% | +10.6% | -1.3% |
| 6M | +3.2% | -17.7% | +21.0% | +7.1% |
| YTD | -11.3% | -28.6% | +17.3% | -5.3% |
| 1Y | -11.0% | -33.8% | +22.8% | -3.4% |
| 3Y | +120.2% | +1.2% | +119.0% | +111.9% |
| 5Y | +91.7% | -39.2% | +130.9% | +98.8% |
| 10Y | +440.3% | -20.7% | +461.0% | +370.2% |
| All | +414.7% | +19.7% | +395.0% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling