-27.5%
AKAM vs KMX
+4,400.6%
-4,428.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -13.9% | +11.7% | -25.6% | -16.8% |
| 3M | -33.8% | +34.9% | -68.7% | -40.1% |
| 6M | +2.2% | +50.3% | -48.1% | -11.2% |
| YTD | +20.6% | +63.8% | -43.2% | +1.1% |
| 1Y | +36.3% | +3.8% | +32.5% | +28.0% |
| 3Y | -0.1% | -24.3% | +24.2% | +0.2% |
| 5Y | -7.5% | -50.2% | +42.7% | -0.3% |
| 10Y | +90.2% | +5.4% | +84.8% | +46.1% |
| All | -27.5% | +4,400.6% | -4,428.2% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling