+2.3%
AKAM vs KMX
-26.1%
+28.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +0.6% | -3.4% | +4.0% | +1.2% |
| 30D | -8.2% | +4.0% | -12.2% | -8.9% |
| 3M | -17.6% | +24.8% | -42.4% | -21.6% |
| 6M | +2.5% | +43.6% | -41.1% | -6.0% |
| YTD | +22.8% | +56.6% | -33.8% | +8.9% |
| 1Y | +39.6% | +2.2% | +37.3% | +36.5% |
| All | +2.3% | -26.1% | +28.3% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling