+36.3%
AKAM vs KEYS
+98.0%
-61.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -2.1% | +2.3% | -4.4% | -2.7% |
| 30D | -13.9% | -2.6% | -11.3% | -13.3% |
| 3M | -33.8% | -4.6% | -29.2% | -33.5% |
| 6M | +2.2% | +8.7% | -6.6% | +0.9% |
| YTD | +20.6% | +61.0% | -40.4% | +10.7% |
| 1Y | +36.3% | +96.0% | -59.7% | +15.4% |
| All | +36.3% | +98.0% | -61.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling