+30.5%
AKAM vs KIM
+63.6%
-33.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -6.9% | +14.1% | -21.0% | -8.6% |
| 3M | -31.8% | +6.0% | -37.8% | -32.4% |
| 6M | -47.0% | +13.2% | -60.2% | -48.0% |
| YTD | -2.1% | +30.4% | -32.5% | -6.2% |
| 1Y | -3.7% | +31.0% | -34.7% | -7.8% |
| 3Y | -23.0% | +67.6% | -90.7% | -28.6% |
| 5Y | -23.4% | +35.8% | -59.2% | -27.6% |
| All | +30.5% | +63.6% | -33.1% | +22.0% |
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