+26.4%
AKAM vs KEY
+109.2%
-82.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -21.7% | +6.9% | -28.6% | -22.6% |
| 3M | -28.8% | -5.0% | -23.8% | -28.3% |
| 6M | -43.3% | +0.7% | -44.1% | -43.5% |
| YTD | -4.1% | +6.5% | -10.5% | -5.4% |
| 1Y | -3.9% | +22.6% | -26.5% | -7.5% |
| 3Y | -24.4% | +125.3% | -149.8% | -33.4% |
| 5Y | -23.8% | +13.9% | -37.7% | -28.5% |
| 10Y | +26.4% | +105.3% | -78.9% | +21.4% |
| All | +26.4% | +109.2% | -82.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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