+30.5%
AKAM vs KGC
+637.7%
-607.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | -6.7% | +9.4% | +3.3% |
| 30D | -6.9% | -6.7% | -0.2% | -6.5% |
| 3M | -31.8% | -22.6% | -9.3% | -30.6% |
| 6M | -47.0% | -33.4% | -13.6% | -45.5% |
| YTD | -2.1% | -26.0% | +23.9% | -0.6% |
| 1Y | -3.7% | -18.3% | +14.6% | -3.0% |
| 3Y | -23.0% | +315.8% | -338.8% | -31.7% |
| 5Y | -23.4% | +225.7% | -249.1% | -32.5% |
| All | +30.5% | +637.7% | -607.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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