+101.8%
AKAM vs KMB
+15.0%
+86.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | +0.6% | -7.7% | +8.3% | +2.6% |
| 30D | -8.2% | -8.2% | 0.0% | -6.3% |
| 3M | -17.6% | -1.9% | -15.7% | -17.8% |
| 6M | +2.5% | -0.7% | +3.2% | +1.4% |
| YTD | +22.8% | +1.4% | +21.4% | +20.3% |
| 1Y | +39.6% | -19.1% | +58.7% | +46.5% |
| 3Y | +2.3% | -12.6% | +14.9% | +3.0% |
| 5Y | -4.3% | -12.7% | +8.4% | -4.7% |
| All | +101.8% | +15.0% | +86.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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