+5.7%
AKAM vs KGC
+548.3%
-542.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -5.9% | +10.5% | -16.3% | -6.9% |
| 3M | -19.6% | +19.8% | -39.4% | -21.4% |
| 6M | +8.5% | -6.7% | +15.1% | +8.3% |
| YTD | +26.9% | +7.8% | +19.2% | +24.2% |
| 1Y | +41.7% | +35.7% | +6.0% | +34.4% |
| All | +5.7% | +548.3% | -542.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling