+143.0%
AXON vs KIM
+46.3%
+96.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -14.2% | +0.4% | -14.6% | -14.3% |
| 30D | -15.4% | -4.0% | -11.4% | -14.4% |
| 3M | +0.5% | +0.5% | -0.1% | 0.0% |
| 6M | -9.5% | +3.6% | -13.1% | -11.0% |
| YTD | -9.2% | +20.4% | -29.6% | -15.4% |
| 1Y | -29.4% | +9.7% | -39.1% | -32.0% |
| All | +143.0% | +46.3% | +96.7% | +111.1% |
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