-27.3%
AKAM vs KMX
+4,207.2%
-4,234.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -4.5% | +4.1% | -8.6% | -5.7% |
| 3M | -25.6% | +27.5% | -53.1% | -31.5% |
| 6M | +5.7% | +43.6% | -37.8% | -6.9% |
| YTD | +21.0% | +56.8% | -35.7% | +2.7% |
| 1Y | +33.9% | -1.3% | +35.2% | +27.5% |
| 3Y | +0.9% | -25.4% | +26.3% | +1.6% |
| 5Y | -6.9% | -53.9% | +47.0% | +2.7% |
| 10Y | +97.4% | +0.7% | +96.7% | +53.7% |
| All | -27.3% | +4,207.2% | -4,234.5% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KMX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling