+1,060.5%
AXON vs KGC
+567.0%
+493.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | -25.6% | +0.2% | -25.9% | -25.7% |
| 30D | -23.9% | -8.8% | -15.1% | -23.5% |
| 3M | -50.4% | -21.1% | -29.4% | -49.7% |
| 6M | -20.0% | -32.3% | +12.3% | -18.0% |
| YTD | -44.5% | -23.5% | -21.0% | -43.7% |
| 1Y | -44.9% | -15.0% | -29.9% | -44.5% |
| 3Y | +44.7% | +327.5% | -282.8% | +30.3% |
| 5Y | +86.7% | +244.3% | -157.6% | +66.3% |
| 10Y | +1,060.5% | +634.8% | +425.7% | +941.2% |
| All | +1,060.5% | +567.0% | +493.5% | +941.2% |
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