+135.7%
AXON vs KVYO
-55.5%
+191.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -7.0% | -12.1% | +5.0% | -4.2% |
| 30D | -20.1% | -5.2% | -14.9% | -19.4% |
| 3M | +7.4% | +14.5% | -7.1% | +4.7% |
| 6M | -7.4% | -17.6% | +10.2% | -6.5% |
| YTD | -15.6% | -49.6% | +34.0% | -7.5% |
| 1Y | -36.2% | -48.6% | +12.4% | -30.8% |
| All | +135.7% | -55.5% | +191.2% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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