+432.6%
AXON vs KEEL
+105.5%
+327.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +3.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -22.8% | -27.1% | +4.3% | -21.5% |
| 3M | -48.8% | -43.8% | -5.0% | -47.2% |
| 6M | -16.3% | -55.2% | +38.9% | -13.5% |
| YTD | -44.5% | -20.9% | -23.6% | -45.5% |
| 1Y | -43.4% | -28.5% | -14.9% | -44.2% |
| 3Y | +44.3% | +66.1% | -21.8% | +25.5% |
| 5Y | +85.1% | -78.3% | +163.4% | +69.0% |
| All | +432.6% | +105.5% | +327.1% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling