-23.4%
AKAM vs KEY
+106.2%
-129.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.3% | +6.9% |
| 7D | -10.4% | -1.3% | -9.1% | -10.0% |
| 30D | -20.6% | +5.1% | -25.7% | -21.8% |
| 3M | -29.9% | -7.1% | -22.8% | -28.3% |
| 6M | -31.9% | -4.4% | -27.5% | -31.2% |
| YTD | -4.8% | +4.0% | -8.8% | -7.1% |
| 1Y | +13.8% | +23.4% | -9.6% | +4.4% |
| 3Y | -23.4% | +113.9% | -137.3% | -35.8% |
| All | -23.4% | +106.2% | -129.6% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling