+88.4%
AXON vs KEYS
+59.1%
+29.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.3% |
| 7D | +0.8% | +9.4% | -8.6% | -1.9% |
| 30D | -22.8% | -16.8% | -6.0% | -18.9% |
| 3M | -48.8% | -15.9% | -32.9% | -46.7% |
| 6M | -16.3% | -17.6% | +1.3% | -13.6% |
| YTD | -44.5% | +46.5% | -91.0% | -56.1% |
| 1Y | -43.4% | +66.9% | -110.3% | -57.9% |
| 3Y | +44.3% | +141.4% | -97.1% | -16.1% |
| All | +88.4% | +59.1% | +29.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling