+43.2%
KO vs AXP
-6.4%
+49.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.1% |
| 7D | +4.4% | +4.6% | -0.2% | +4.5% |
| 30D | +10.7% | +9.7% | +1.0% | +11.1% |
| 3M | +11.3% | -3.8% | +15.1% | +10.8% |
| 6M | +24.0% | +4.8% | +19.2% | +25.0% |
| YTD | +39.7% | -9.1% | +48.8% | +39.0% |
| 1Y | +43.2% | -6.7% | +49.9% | +41.2% |
| All | +43.2% | -6.4% | +49.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling