-4.5%
AKAM vs KNX
+37.6%
-42.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.5% | -5.6% | +7.1% | +3.0% |
| 30D | -13.0% | -4.4% | -8.6% | -12.0% |
| 3M | -19.4% | -17.3% | -2.1% | -15.5% |
| 6M | +0.3% | +22.6% | -22.3% | -5.8% |
| YTD | +22.4% | +31.1% | -8.8% | +11.7% |
| 1Y | +34.8% | +60.2% | -25.4% | +15.0% |
| 3Y | +1.9% | +35.8% | -33.8% | -11.1% |
| All | -4.5% | +37.6% | -42.0% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling