+770.8%
AXON vs KEEL
+283.4%
+487.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 6M | -9.5% | +54.9% | -64.4% | -14.2% |
| YTD | -9.2% | +47.7% | -56.9% | -14.0% |
| 1Y | -29.4% | +177.6% | -207.0% | -37.3% |
| 3Y | +139.4% | +164.9% | -25.5% | +102.3% |
| 5Y | +178.9% | -45.9% | +224.8% | +142.8% |
| All | +770.8% | +283.4% | +487.3% | +574.1% |
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 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