+88.4%
AXON vs KNX
+12.1%
+76.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.8% |
| 7D | +0.8% | +9.2% | -8.5% | -1.6% |
| 30D | -22.8% | +0.9% | -23.7% | -22.9% |
| 3M | -48.8% | -12.7% | -36.1% | -47.0% |
| 6M | -16.3% | +7.3% | -23.6% | -18.5% |
| YTD | -44.5% | +23.1% | -67.6% | -48.5% |
| 1Y | -43.4% | +47.1% | -90.5% | -50.2% |
| 3Y | +44.3% | +33.3% | +11.0% | +26.6% |
| All | +88.4% | +12.1% | +76.3% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling