+526.1%
KO vs AKAM
-2.6%
+528.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | +1.6% | -8.2% | +9.7% | +1.8% |
| 3M | +5.8% | -17.6% | +23.3% | +6.3% |
| 6M | +14.3% | +2.5% | +11.8% | +13.7% |
| YTD | +27.3% | +22.8% | +4.5% | +25.7% |
| 1Y | +33.2% | +39.6% | -6.4% | +30.8% |
| 3Y | +64.5% | +2.3% | +62.1% | +62.6% |
| 5Y | +83.1% | -4.3% | +87.4% | +81.1% |
| 10Y | +183.9% | +104.1% | +79.9% | +174.1% |
| All | +526.1% | -2.6% | +528.8% | +419.1% |
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 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