+177.9%
KO vs AXP
+468.6%
-290.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | +1.6% | -5.9% | +7.5% | +3.0% |
| 3M | +5.8% | +2.6% | +3.1% | +4.9% |
| 6M | +14.3% | +6.4% | +7.9% | +12.2% |
| YTD | +27.3% | -12.6% | +39.9% | +30.4% |
| 1Y | +33.2% | +0.2% | +32.9% | +31.5% |
| 3Y | +64.5% | +110.9% | -46.5% | +28.9% |
| 5Y | +83.1% | +114.7% | -31.6% | +38.4% |
| All | +177.9% | +468.6% | -290.8% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling