-42.5%
KHC vs AKAM
+23.4%
-65.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | +2.0% | +2.8% | -0.7% | +1.7% |
| 30D | +10.6% | -6.9% | +17.5% | +11.2% |
| 3M | +0.5% | -31.8% | +32.4% | +4.2% |
| 6M | +12.1% | -47.0% | +59.1% | +19.3% |
| YTD | +8.9% | -2.1% | +11.0% | +4.3% |
| 1Y | +7.5% | -3.7% | +11.2% | +3.1% |
| 3Y | -10.7% | -23.0% | +12.3% | -13.0% |
| 5Y | -13.2% | -23.4% | +10.3% | -16.2% |
| 10Y | -50.6% | +30.5% | -81.1% | -56.9% |
| All | -42.5% | +23.4% | -65.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling