+22.6%
KDP vs AXON
+84.3%
-61.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +4.0% | -25.6% | +29.6% | +4.5% |
| 30D | +16.8% | -23.9% | +40.7% | +17.4% |
| 3M | +32.0% | -50.4% | +82.5% | +33.6% |
| 6M | +35.2% | -20.0% | +55.2% | +35.4% |
| YTD | +40.9% | -44.5% | +85.4% | +42.3% |
| 1Y | +47.7% | -44.9% | +92.5% | +49.1% |
| 3Y | +34.8% | +44.7% | -9.9% | +26.3% |
| 5Y | +22.6% | +86.7% | -64.1% | +9.3% |
| All | +22.6% | +84.3% | -61.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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