+3,331.3%
AXON vs KEYS
+1,095.1%
+2,236.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.8% |
| 7D | -2.5% | +4.4% | -6.9% | -4.3% |
| 30D | -11.5% | -2.2% | -9.3% | -11.1% |
| 3M | +7.3% | +0.5% | +6.7% | +4.7% |
| 6M | -11.9% | +22.4% | -34.3% | -23.0% |
| YTD | -11.0% | +64.1% | -75.1% | -33.6% |
| 1Y | -31.8% | +97.0% | -128.7% | -53.8% |
| 3Y | +135.4% | +152.0% | -16.6% | +34.8% |
| 5Y | +176.9% | +83.7% | +93.1% | +82.2% |
| 10Y | +1,854.5% | +997.9% | +856.6% | +415.4% |
| All | +3,331.3% | +1,095.1% | +2,236.2% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling