-27.2%
KWEB vs AXON
-28.9%
+1.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +2.3% |
| 7D | -1.0% | -14.2% | +13.1% | -0.1% |
| 30D | -8.7% | -15.4% | +6.7% | -7.9% |
| 3M | -4.0% | +0.5% | -4.5% | -4.4% |
| 6M | -13.1% | -9.5% | -3.6% | -13.6% |
| YTD | -23.5% | -9.2% | -14.3% | -24.4% |
| 1Y | -27.2% | -29.4% | +2.2% | -27.0% |
| All | -27.2% | -28.9% | +1.8% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling