+101.1%
AKAM vs KMX
+11.6%
+89.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +1.5% | -3.1% | +4.6% | +2.1% |
| 30D | -13.0% | +4.4% | -17.5% | -13.8% |
| 3M | -19.4% | +18.9% | -38.3% | -22.5% |
| 6M | +0.3% | +44.3% | -44.0% | -7.8% |
| YTD | +22.4% | +58.7% | -36.3% | +9.5% |
| 1Y | +34.8% | +0.1% | +34.7% | +30.9% |
| 3Y | +1.9% | -24.4% | +26.4% | +3.4% |
| 5Y | -4.6% | -54.4% | +49.8% | +2.1% |
| All | +101.1% | +11.6% | +89.5% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling