+109.7%
KRE vs AXP
+449.9%
-340.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.7% |
| 7D | +0.3% | +0.6% | -0.3% | -0.2% |
| 30D | +4.8% | +5.8% | -1.0% | +0.4% |
| 3M | -5.1% | -6.0% | +0.9% | -1.0% |
| 6M | +3.3% | +0.3% | +3.0% | +2.1% |
| YTD | +13.3% | -12.3% | +25.6% | +22.7% |
| 1Y | +22.9% | -11.2% | +34.1% | +31.7% |
| 3Y | +82.1% | +117.0% | -34.9% | -1.5% |
| 5Y | +11.0% | +93.2% | -82.1% | -36.3% |
| All | +109.7% | +449.9% | -340.2% | -51.9% |
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 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