+44.3%
AXON vs KGC
+317.1%
-272.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.0% | -21.2% | -18.5% |
| 7D | -26.8% | +10.5% | -37.3% | -27.7% |
| 30D | -22.9% | -4.1% | -18.9% | -22.7% |
| 3M | -40.1% | -13.1% | -27.0% | -39.2% |
| 6M | -18.9% | -27.5% | +8.7% | -16.4% |
| YTD | -44.9% | -20.7% | -24.2% | -43.7% |
| 1Y | -46.7% | -6.1% | -40.6% | -46.3% |
| 3Y | +44.3% | +318.6% | -274.3% | +35.4% |
| All | +44.3% | +317.1% | -272.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling