-2.3%
AKAM vs KGC
+454.1%
-456.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -19.6% | +19.8% | -39.4% | -21.7% |
| 6M | +8.5% | -6.7% | +15.1% | +8.4% |
| YTD | +26.9% | +7.8% | +19.2% | +23.9% |
| 1Y | +41.7% | +35.7% | +6.0% | +33.5% |
| 3Y | +5.8% | +553.7% | -547.9% | -21.8% |
| 5Y | -2.3% | +461.7% | -464.0% | -31.2% |
| All | -2.3% | +454.1% | -456.4% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling