+9,006.2%
KLAC vs AKAM
-4.0%
+9,010.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +10.6% | -0.8% | +11.4% | +10.8% |
| 30D | -4.5% | -4.5% | 0.0% | -3.4% |
| 3M | -10.3% | -25.6% | +15.3% | -2.9% |
| 6M | +40.9% | +5.7% | +35.2% | +35.3% |
| YTD | +56.1% | +21.0% | +35.1% | +43.1% |
| 1Y | +109.0% | +33.9% | +75.1% | +85.2% |
| 3Y | +288.8% | +0.9% | +287.9% | +266.5% |
| 5Y | +489.1% | -6.9% | +496.0% | +467.5% |
| 10Y | +3,041.8% | +97.4% | +2,944.4% | +2,321.5% |
| All | +9,006.2% | -4.0% | +9,010.1% | +4,940.7% |
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 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