+39.6%
AKAM vs KIM
+9.4%
+30.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.5% |
| 7D | +0.6% | -1.5% | +2.1% | +0.3% |
| 30D | -8.2% | -1.7% | -6.5% | -8.4% |
| 3M | -17.6% | -7.1% | -10.4% | -18.5% |
| 6M | +2.5% | +2.9% | -0.3% | +2.0% |
| YTD | +22.8% | +18.8% | +3.9% | +15.6% |
| 1Y | +39.6% | +9.4% | +30.2% | +34.0% |
| All | +39.6% | +9.4% | +30.2% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling