+97.8%
AKAM vs KEYS
+1,113.8%
-1,016.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.8% |
| 7D | +1.5% | +3.5% | -2.0% | +0.1% |
| 30D | -13.0% | -4.5% | -8.5% | -11.6% |
| 3M | -19.4% | -0.4% | -19.0% | -19.8% |
| 6M | +0.3% | +19.1% | -18.8% | -6.6% |
| YTD | +22.4% | +66.7% | -44.3% | -1.2% |
| 1Y | +34.8% | +96.5% | -61.6% | +1.4% |
| 3Y | +1.9% | +155.2% | -153.2% | -31.8% |
| 5Y | -4.6% | +88.0% | -92.6% | -30.1% |
| 10Y | +103.4% | +1,046.8% | -943.4% | -32.9% |
| All | +97.8% | +1,113.8% | -1,016.0% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling