+4,235.9%
KO vs AXP
+6,658.5%
-2,422.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -1.3% |
| 30D | +1.4% | -6.5% | +8.0% | +3.0% |
| 3M | +15.4% | +4.6% | +10.7% | +14.0% |
| 6M | +14.3% | +5.4% | +8.9% | +12.5% |
| YTD | +27.7% | -11.1% | +38.8% | +30.1% |
| 1Y | +32.7% | -0.3% | +33.0% | +31.4% |
| 3Y | +62.2% | +111.6% | -49.4% | +31.9% |
| 5Y | +80.0% | +117.6% | -37.6% | +42.4% |
| 10Y | +175.6% | +474.1% | -298.5% | +68.0% |
| All | +4,235.9% | +6,658.5% | -2,422.6% | +1,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling