+44.3%
AXON vs KIM
+57.8%
-13.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.8% | -18.1% |
| 7D | -26.8% | +4.1% | -30.9% | -27.5% |
| 30D | -22.9% | +16.8% | -39.7% | -25.8% |
| 3M | -40.1% | +5.7% | -45.8% | -41.0% |
| 6M | -18.9% | +9.7% | -28.6% | -21.1% |
| YTD | -44.9% | +30.2% | -75.1% | -49.4% |
| 1Y | -46.7% | +32.1% | -78.8% | -51.3% |
| 3Y | +44.3% | +58.6% | -14.3% | +25.8% |
| All | +44.3% | +57.8% | -13.5% | +25.8% |
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