+1,304.8%
AXON vs KGC
+523.1%
+781.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.0% | -21.2% | -18.4% |
| 7D | -26.8% | +10.5% | -37.3% | -27.4% |
| 30D | -22.9% | -4.1% | -18.9% | -22.8% |
| 3M | -40.1% | -13.1% | -27.0% | -39.6% |
| 6M | -18.9% | -27.5% | +8.7% | -17.4% |
| YTD | -44.9% | -20.7% | -24.2% | -44.3% |
| 1Y | -46.7% | -6.1% | -40.6% | -46.7% |
| 3Y | +44.3% | +318.6% | -274.3% | +32.0% |
| 5Y | +71.4% | +289.9% | -218.6% | +54.3% |
| All | +1,304.8% | +523.1% | +781.8% | +1,210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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