+124.6%
AXON vs KNX
+36.7%
+88.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -11.0% | -0.5% | -10.5% | -11.0% |
| 30D | -24.7% | +1.0% | -25.8% | -25.0% |
| 3M | +7.0% | -12.6% | +19.6% | +9.6% |
| 6M | -9.6% | +21.1% | -30.7% | -13.6% |
| YTD | -15.7% | +33.2% | -48.9% | -21.5% |
| 1Y | -35.9% | +67.8% | -103.7% | -43.8% |
| All | +124.6% | +36.7% | +88.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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