+149.8%
KRE vs AXP
+733.0%
-583.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.7% |
| 30D | +5.9% | +5.0% | +1.0% | +2.4% |
| 3M | -3.3% | -4.2% | +0.9% | -0.7% |
| 6M | +5.8% | +2.9% | +2.9% | +3.0% |
| YTD | +14.7% | -11.6% | +26.3% | +22.9% |
| 1Y | +22.0% | -11.1% | +33.1% | +30.0% |
| 3Y | +91.6% | +116.7% | -25.1% | +10.6% |
| 5Y | +13.0% | +89.6% | -76.6% | -30.2% |
| 10Y | +94.0% | +428.4% | -334.4% | -40.2% |
| All | +149.8% | +733.0% | -583.2% | -52.9% |
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