+1,046.6%
AXON vs KEY
+96.4%
+950.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +0.8% | +2.9% | -2.1% | -0.2% |
| 30D | -22.8% | +8.4% | -31.2% | -24.7% |
| 3M | -48.8% | -5.8% | -43.0% | -47.8% |
| 6M | -16.3% | +5.4% | -21.7% | -17.7% |
| YTD | -44.5% | +7.1% | -51.5% | -45.8% |
| 1Y | -43.4% | +26.8% | -70.2% | -47.8% |
| 3Y | +44.3% | +128.7% | -84.4% | +6.8% |
| 5Y | +85.1% | +13.6% | +71.5% | +66.5% |
| All | +1,046.6% | +96.4% | +950.2% | +637.9% |
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