-29.4%
AXON vs KEEL
+169.0%
-198.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.6% | -7.8% | -4.4% |
| 7D | -14.2% | +7.8% | -21.9% | -14.6% |
| 30D | -15.4% | -11.7% | -3.7% | -15.0% |
| 3M | +0.5% | -41.5% | +42.0% | +3.2% |
| 6M | -9.5% | +54.9% | -64.4% | -17.1% |
| YTD | -9.2% | +47.7% | -56.9% | -17.0% |
| 1Y | -29.4% | +177.6% | -207.0% | -33.1% |
| All | -29.4% | +169.0% | -198.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling