+179.8%
KDP vs AKAM
+108.8%
+71.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.8% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | +9.5% | -5.9% | +15.4% | +9.9% |
| 3M | +2.6% | -19.6% | +22.3% | +4.1% |
| 6M | +15.6% | +8.5% | +7.2% | +13.3% |
| YTD | +17.3% | +26.9% | -9.6% | +12.6% |
| 1Y | +20.1% | +41.7% | -21.6% | +13.7% |
| 3Y | +4.9% | +5.8% | -0.9% | +1.2% |
| 5Y | +5.0% | -2.3% | +7.3% | +1.4% |
| 10Y | +179.8% | +111.0% | +68.8% | +156.1% |
| All | +179.8% | +108.8% | +71.0% | +156.1% |
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