+1,016.4%
AXON vs KEY
+95.2%
+921.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -19.7% | +1.8% | -21.5% | -20.2% |
| 30D | -25.7% | +7.1% | -32.8% | -27.3% |
| 3M | -48.8% | -5.9% | -42.9% | -47.8% |
| 6M | -22.0% | +2.2% | -24.2% | -22.5% |
| YTD | -45.9% | +6.4% | -52.3% | -47.2% |
| 1Y | -46.1% | +24.8% | -70.8% | -50.0% |
| 3Y | +40.9% | +125.2% | -84.3% | +4.9% |
| 5Y | +80.2% | +13.0% | +67.3% | +62.4% |
| All | +1,016.4% | +95.2% | +921.1% | +619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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