-2.3%
AKAM vs KIM
+37.3%
-39.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +5.4% | -1.0% | +6.3% | +5.7% |
| 30D | -5.9% | -1.1% | -4.8% | -5.5% |
| 3M | -19.6% | -5.3% | -14.3% | -18.3% |
| 6M | +8.5% | +3.9% | +4.5% | +6.1% |
| YTD | +26.9% | +20.3% | +6.7% | +16.9% |
| 1Y | +41.7% | +10.4% | +31.3% | +34.8% |
| 3Y | +5.8% | +46.3% | -40.5% | -10.4% |
| 5Y | -2.3% | +37.6% | -39.9% | -16.9% |
| All | -2.3% | +37.3% | -39.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling