+143.0%
AXON vs KGC
+543.3%
-400.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.9% |
| 7D | -14.2% | -1.3% | -12.9% | -14.0% |
| 30D | -15.4% | +20.3% | -35.7% | -17.1% |
| 3M | +0.5% | +8.1% | -7.6% | -0.5% |
| 6M | -9.5% | -8.8% | -0.7% | -9.1% |
| YTD | -9.2% | +10.1% | -19.3% | -10.6% |
| 1Y | -29.4% | +44.2% | -73.6% | -32.8% |
| All | +143.0% | +543.3% | -400.3% | +92.6% |
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