+88.4%
AXON vs KGC
+226.6%
-138.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +0.8% | -6.7% | +7.4% | +1.6% |
| 30D | -22.8% | -6.7% | -16.1% | -22.3% |
| 3M | -48.8% | -22.6% | -26.2% | -47.2% |
| 6M | -16.3% | -33.4% | +17.1% | -12.4% |
| YTD | -44.5% | -26.0% | -18.5% | -43.0% |
| 1Y | -43.4% | -18.3% | -25.1% | -42.6% |
| 3Y | +44.3% | +315.8% | -271.5% | +13.2% |
| All | +88.4% | +226.6% | -138.2% | +41.7% |
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