+44.3%
AXON vs KIM
+66.0%
-21.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -25.6% | -1.0% | -24.6% | -25.4% |
| 30D | -23.9% | +14.8% | -38.7% | -26.4% |
| 3M | -50.4% | +8.1% | -58.6% | -51.4% |
| 6M | -20.0% | +11.7% | -31.7% | -22.5% |
| YTD | -44.5% | +30.7% | -75.2% | -48.8% |
| 1Y | -44.9% | +29.7% | -74.6% | -49.1% |
| All | +44.3% | +66.0% | -21.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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