-26.4%
AKAM vs KNX
+3,419.5%
-3,446.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.5% | -5.6% | +7.1% | +3.9% |
| 30D | -13.0% | -4.4% | -8.6% | -11.4% |
| 3M | -19.4% | -17.3% | -2.1% | -13.0% |
| 6M | +0.3% | +22.6% | -22.3% | -9.7% |
| YTD | +22.4% | +31.1% | -8.8% | +5.7% |
| 1Y | +34.8% | +60.2% | -25.4% | +5.5% |
| 3Y | +1.9% | +35.8% | -33.8% | -17.7% |
| 5Y | -4.6% | +38.9% | -43.5% | -26.3% |
| 10Y | +103.4% | +166.5% | -63.0% | -0.2% |
| All | -26.4% | +3,419.5% | -3,446.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling