+111.0%
AKAM vs KEY
+167.1%
-56.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +4.9% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -5.9% | -3.3% | -2.6% | -5.4% |
| 3M | -19.6% | -0.7% | -18.9% | -19.6% |
| 6M | +8.5% | +12.5% | -4.1% | +6.3% |
| YTD | +26.9% | +8.4% | +18.5% | +24.8% |
| 1Y | +41.7% | +18.4% | +23.2% | +37.2% |
| 3Y | +5.8% | +123.3% | -117.5% | -7.1% |
| 5Y | -2.3% | +38.8% | -41.1% | -10.5% |
| 10Y | +111.0% | +169.3% | -58.4% | +62.1% |
| All | +111.0% | +167.1% | -56.2% | +62.1% |
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