+182.3%
AXON vs KGC
+450.1%
-267.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | +0.5% | +8.1% | -7.6% | -0.7% |
| 6M | -9.5% | -8.8% | -0.7% | -9.1% |
| YTD | -9.2% | +10.1% | -19.3% | -11.0% |
| 1Y | -29.4% | +44.2% | -73.6% | -33.5% |
| 3Y | +139.4% | +533.0% | -393.6% | +82.5% |
| All | +182.3% | +450.1% | -267.8% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling