+4,638.2%
KO vs AXP
+6,571.9%
-1,933.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +11.5% | +5.8% | +5.6% | +10.0% |
| 3M | +10.8% | -6.0% | +16.8% | +12.3% |
| 6M | +22.3% | +0.3% | +22.0% | +21.8% |
| YTD | +39.5% | -12.3% | +51.8% | +42.5% |
| 1Y | +42.2% | -11.2% | +53.5% | +44.7% |
| 3Y | +83.1% | +117.0% | -34.0% | +48.1% |
| 5Y | +94.8% | +93.2% | +1.7% | +58.8% |
| 10Y | +212.9% | +461.2% | -248.3% | +91.8% |
| All | +4,638.2% | +6,571.9% | -1,933.7% | +1,155.1% |
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