+239.1%
KDP vs AKAM
+31.6%
+207.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.0% | +11.2% | -15.2% | -4.7% |
| 30D | +8.5% | -13.4% | +21.8% | +9.3% |
| 3M | +20.7% | -29.5% | +50.2% | +23.3% |
| 6M | +23.2% | -42.1% | +65.3% | +27.5% |
| YTD | +30.5% | -0.8% | +31.3% | +27.0% |
| 1Y | +35.9% | -3.9% | +39.8% | +32.6% |
| 3Y | +24.8% | -21.9% | +46.7% | +23.0% |
| 5Y | +13.4% | -22.4% | +35.8% | +10.9% |
| All | +239.1% | +31.6% | +207.5% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling