-1.3%
KMB vs AXON
+84.3%
-85.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.8% |
| 7D | +0.1% | -25.6% | +25.7% | +0.8% |
| 30D | +10.2% | -23.9% | +34.1% | +11.0% |
| 3M | +1.5% | -50.4% | +51.9% | +3.2% |
| 6M | +16.6% | -20.0% | +36.7% | +17.6% |
| YTD | +12.1% | -44.5% | +56.5% | +13.3% |
| 1Y | +11.1% | -44.9% | +55.9% | +12.3% |
| 3Y | +1.9% | +44.7% | -42.8% | -1.3% |
| 5Y | -1.3% | +86.7% | -88.0% | -6.8% |
| All | -1.3% | +84.3% | -85.6% | -6.8% |
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