+81.7%
KO vs AXON
+167.8%
-86.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.9% |
| 7D | -0.8% | -3.3% | +2.6% | -0.8% |
| 30D | +0.8% | -17.8% | +18.6% | +0.8% |
| 3M | +8.3% | +8.3% | 0.0% | +8.4% |
| 6M | +14.0% | -12.4% | +26.4% | +14.2% |
| YTD | +26.9% | -13.7% | +40.6% | +27.3% |
| 1Y | +32.7% | -33.1% | +65.7% | +33.5% |
| 3Y | +63.9% | +128.2% | -64.3% | +56.7% |
| 5Y | +81.7% | +170.5% | -88.8% | +68.2% |
| All | +81.7% | +167.8% | -86.1% | +68.2% |
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