+101.8%
AKAM vs KIM
+33.1%
+68.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | -8.2% | -1.7% | -6.5% | -8.0% |
| 3M | -17.6% | -7.1% | -10.4% | -16.8% |
| 6M | +2.5% | +2.9% | -0.3% | +1.8% |
| YTD | +22.8% | +18.8% | +3.9% | +19.3% |
| 1Y | +39.6% | +9.4% | +30.2% | +37.2% |
| 3Y | +2.3% | +44.6% | -42.2% | -3.1% |
| 5Y | -4.3% | +37.9% | -42.2% | -8.9% |
| All | +101.8% | +33.1% | +68.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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