-23.0%
KWEB vs AXON
+1,813.9%
-1,836.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -4.3% | -11.0% | +6.7% | -2.2% |
| 30D | -13.0% | -24.7% | +11.8% | -8.3% |
| 3M | -7.6% | +7.0% | -14.5% | -10.1% |
| 6M | -21.1% | -9.6% | -11.5% | -21.4% |
| YTD | -28.2% | -15.7% | -12.5% | -28.1% |
| 1Y | -34.9% | -35.9% | +1.1% | -31.3% |
| 3Y | -0.8% | +123.0% | -123.8% | -27.1% |
| 5Y | -43.6% | +166.3% | -209.9% | -62.3% |
| All | -23.0% | +1,813.9% | -1,836.9% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling