+1,787.9%
AXON vs KEYS
+1,049.9%
+738.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.5% |
| 7D | -7.0% | +3.5% | -10.5% | -8.4% |
| 30D | -20.1% | -4.5% | -15.6% | -18.9% |
| 3M | +7.4% | -0.4% | +7.8% | +5.4% |
| 6M | -7.4% | +19.1% | -26.5% | -17.8% |
| YTD | -15.6% | +66.7% | -82.3% | -37.4% |
| 1Y | -36.2% | +96.5% | -132.6% | -56.7% |
| 3Y | +124.8% | +155.2% | -30.3% | +27.9% |
| 5Y | +166.6% | +88.0% | +78.6% | +73.3% |
| All | +1,787.9% | +1,049.9% | +738.0% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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