+129.8%
AXON vs KEEL
+209.2%
-79.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -3.0% |
| 7D | -3.3% | +19.3% | -22.6% | -4.7% |
| 30D | -17.8% | +9.1% | -26.9% | -18.7% |
| 3M | +8.3% | -31.5% | +39.8% | +10.0% |
| 6M | -12.4% | +75.8% | -88.2% | -19.0% |
| YTD | -13.7% | +57.9% | -71.6% | -20.0% |
| 1Y | -33.1% | +133.3% | -166.4% | -41.4% |
| All | +129.8% | +209.2% | -79.3% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling