+101.8%
AKAM vs KGC
+692.5%
-590.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -3.0% |
| 7D | +0.6% | -8.4% | +9.0% | +1.2% |
| 30D | -8.2% | +6.3% | -14.5% | -8.7% |
| 3M | -17.6% | +22.4% | -40.0% | -19.0% |
| 6M | +2.5% | -11.4% | +13.9% | +2.9% |
| YTD | +22.8% | +3.1% | +19.6% | +21.6% |
| 1Y | +39.6% | +26.6% | +13.0% | +36.0% |
| 3Y | +2.3% | +525.6% | -523.2% | -11.0% |
| 5Y | -4.3% | +451.7% | -455.9% | -17.5% |
| All | +101.8% | +692.5% | -590.7% | +85.6% |
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