+708.6%
AXON vs KEEL
+280.1%
+428.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.8% |
| 7D | -11.0% | +2.7% | -13.7% | -11.2% |
| 30D | -24.7% | +4.6% | -29.3% | -25.2% |
| 3M | +7.0% | -34.5% | +41.5% | +8.7% |
| 6M | -9.6% | +59.3% | -68.9% | -14.5% |
| YTD | -15.7% | +46.4% | -62.1% | -20.1% |
| 1Y | -35.9% | +96.6% | -132.5% | -41.6% |
| 3Y | +123.0% | +182.0% | -58.9% | +87.6% |
| 5Y | +166.3% | -38.2% | +204.5% | +130.8% |
| All | +708.6% | +280.1% | +428.5% | +526.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling