-56.0%
KHC vs AKAM
+104.5%
-160.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +0.5% | -8.2% | +8.7% | +1.3% |
| 3M | +3.0% | -17.6% | +20.6% | +4.8% |
| 6M | +6.6% | +2.5% | +4.1% | +3.8% |
| YTD | +5.8% | +22.8% | -17.0% | -0.5% |
| 1Y | -2.2% | +39.6% | -41.8% | -10.2% |
| 3Y | -12.5% | +2.3% | -14.9% | -17.2% |
| 5Y | -13.6% | -4.3% | -9.3% | -18.1% |
| All | -56.0% | +104.5% | -160.5% | -61.9% |
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