-41.2%
AKAM vs KMB
+347.7%
-388.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -6.9% | +10.1% | -17.0% | -9.6% |
| 3M | -31.8% | 0.0% | -31.9% | -32.2% |
| 6M | -47.0% | +15.7% | -62.7% | -49.8% |
| YTD | -2.1% | +12.6% | -14.8% | -7.1% |
| 1Y | -3.7% | +10.1% | -13.8% | -8.0% |
| 3Y | -23.0% | +2.1% | -25.2% | -26.0% |
| 5Y | -23.4% | -0.7% | -22.7% | -26.2% |
| 10Y | +30.5% | +38.5% | -8.0% | +12.0% |
| All | -41.2% | +347.7% | -388.9% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling