+112,002.2%
AXON vs KIM
+439.5%
+111,562.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -14.2% | +0.4% | -14.6% | -14.4% |
| 30D | -15.4% | -4.0% | -11.4% | -14.0% |
| 3M | +0.5% | +0.5% | -0.1% | -0.2% |
| 6M | -9.5% | +3.6% | -13.1% | -11.5% |
| YTD | -9.2% | +20.4% | -29.6% | -16.8% |
| 1Y | -29.4% | +9.7% | -39.1% | -32.8% |
| 3Y | +139.4% | +46.0% | +93.4% | +98.0% |
| 5Y | +178.9% | +34.4% | +144.5% | +136.7% |
| 10Y | +1,840.8% | +29.3% | +1,811.5% | +1,368.2% |
| All | +112,002.2% | +439.5% | +111,562.6% | +27,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling