+1,470.4%
AXTI vs KDP
+173.3%
+1,297.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -5.8% |
| 7D | +15.1% | -4.3% | +19.4% | +15.8% |
| 30D | -12.3% | +7.8% | -20.1% | -13.6% |
| 3M | -24.1% | -0.1% | -24.1% | -24.9% |
| 6M | +46.0% | +14.0% | +32.1% | +39.6% |
| YTD | +295.7% | +15.1% | +280.7% | +278.1% |
| 1Y | +1,825.6% | +18.5% | +1,807.1% | +1,718.1% |
| 3Y | +2,630.0% | +2.9% | +2,627.1% | +2,507.1% |
| 5Y | +601.0% | +3.0% | +598.0% | +571.1% |
| All | +1,470.4% | +173.3% | +1,297.1% | +1,187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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