-27.5%
AKAM vs KGC
+368.2%
-395.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | -13.9% | +20.3% | -34.2% | -14.3% |
| 3M | -33.8% | +8.1% | -41.9% | -34.0% |
| 6M | +2.2% | -8.8% | +10.9% | +2.2% |
| YTD | +20.6% | +10.1% | +10.5% | +20.1% |
| 1Y | +36.3% | +44.2% | -7.9% | +34.9% |
| 3Y | -0.1% | +533.0% | -533.2% | -4.2% |
| 5Y | -7.5% | +443.0% | -450.5% | -11.5% |
| 10Y | +90.2% | +678.6% | -588.4% | +81.7% |
| All | -27.5% | +368.2% | -395.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling