+274.4%
KLAC vs AKAM
+0.9%
+273.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | -13.2% | -13.0% | -0.1% | -9.7% |
| 3M | -25.0% | -19.4% | -5.6% | -20.7% |
| 6M | +23.6% | +0.3% | +23.3% | +20.7% |
| YTD | +49.2% | +22.4% | +26.8% | +34.0% |
| 1Y | +89.3% | +34.8% | +54.5% | +63.3% |
| 3Y | +274.4% | +1.9% | +272.4% | +210.5% |
| All | +274.4% | +0.9% | +273.5% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling