+109,776.1%
AXON vs KNX
+1,705.0%
+108,071.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -2.5% | +6.4% | -8.9% | -4.6% |
| 30D | -11.5% | +1.4% | -12.9% | -12.1% |
| 3M | +7.3% | -12.0% | +19.3% | +11.5% |
| 6M | -11.9% | +25.2% | -37.1% | -19.5% |
| YTD | -11.0% | +36.6% | -47.6% | -21.8% |
| 1Y | -31.8% | +67.6% | -99.3% | -44.7% |
| 3Y | +135.4% | +40.8% | +94.6% | +96.2% |
| 5Y | +176.9% | +43.3% | +133.5% | +124.1% |
| 10Y | +1,854.5% | +170.1% | +1,684.4% | +1,051.1% |
| All | +109,776.1% | +1,705.0% | +108,071.1% | +51,097.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling