-27.5%
AKAM vs KMB
+329.4%
-356.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.3% |
| 30D | -13.9% | -5.5% | -8.5% | -12.7% |
| 3M | -33.8% | +14.0% | -47.8% | -36.8% |
| 6M | +2.2% | +4.1% | -1.9% | 0.0% |
| YTD | +20.6% | +8.0% | +12.5% | +16.4% |
| 1Y | +36.3% | -13.7% | +50.1% | +40.3% |
| 3Y | -0.1% | -5.9% | +5.8% | -1.1% |
| 5Y | -7.5% | -8.6% | +1.1% | -8.3% |
| 10Y | +90.2% | +17.3% | +72.9% | +71.9% |
| All | -27.5% | +329.4% | -356.9% | -40.4% |
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