+23.2%
AKAM vs KEEL
+294.5%
-271.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.5% |
| 7D | +1.5% | +2.9% | -1.4% | +1.3% |
| 30D | -13.0% | +0.8% | -13.9% | -13.2% |
| 3M | -19.4% | -35.3% | +15.9% | -18.3% |
| 6M | +0.3% | +59.4% | -59.1% | -2.5% |
| YTD | +22.4% | +51.9% | -29.5% | +18.7% |
| 1Y | +34.8% | +75.0% | -40.2% | +28.6% |
| 3Y | +1.9% | +224.5% | -222.6% | -8.1% |
| 5Y | -4.6% | -35.9% | +31.3% | -13.0% |
| All | +23.2% | +294.5% | -271.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 all: compounded portfolio wealth divided by compounded KEEL 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…
all analysis · Full analysis span regression · 6 months rolling