+1,854.5%
AXON vs KMX
+0.4%
+1,854.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.6% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -11.5% | +4.1% | -15.6% | -12.7% |
| 3M | +7.3% | +27.5% | -20.2% | -2.0% |
| 6M | -11.9% | +43.6% | -55.5% | -23.7% |
| YTD | -11.0% | +56.8% | -67.8% | -26.0% |
| 1Y | -31.8% | -1.3% | -30.4% | -34.9% |
| 3Y | +135.4% | -25.4% | +160.8% | +137.2% |
| 5Y | +176.9% | -53.9% | +230.8% | +222.6% |
| 10Y | +1,854.5% | +0.7% | +1,853.8% | +1,376.9% |
| All | +1,854.5% | +0.4% | +1,854.0% | +1,376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling