+416.0%
AXP vs KWEB
+28.2%
+387.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -6.5% | -8.7% | +2.2% | -4.8% |
| 3M | +4.6% | -4.0% | +8.6% | +5.4% |
| 6M | +5.4% | -13.1% | +18.6% | +8.2% |
| YTD | -11.1% | -23.5% | +12.4% | -6.4% |
| 1Y | -0.3% | -27.2% | +26.9% | +6.0% |
| 3Y | +111.6% | -2.1% | +113.7% | +105.4% |
| 5Y | +117.6% | -40.8% | +158.4% | +127.6% |
| 10Y | +474.1% | -17.5% | +491.6% | +396.4% |
| All | +416.0% | +28.2% | +387.8% | +290.8% |
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 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