+1.9%
AKAM vs KNX
+34.6%
-32.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.5% | -5.6% | +7.1% | +2.7% |
| 30D | -13.0% | -4.4% | -8.6% | -12.2% |
| 3M | -19.4% | -17.3% | -2.1% | -16.2% |
| 6M | +0.3% | +22.6% | -22.3% | -4.6% |
| YTD | +22.4% | +31.1% | -8.8% | +13.3% |
| 1Y | +34.8% | +60.2% | -25.4% | +17.3% |
| 3Y | +1.9% | +35.8% | -33.8% | -7.3% |
| All | +1.9% | +34.6% | -32.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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