+52.0%
KR vs AKAM
-5.1%
+57.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | +1.5% | -1.7% | -0.2% |
| 30D | +5.1% | -13.0% | +18.1% | +5.6% |
| 3M | -8.2% | -19.4% | +11.2% | -7.4% |
| 6M | -18.0% | +0.3% | -18.3% | -18.8% |
| YTD | -4.8% | +22.4% | -27.2% | -7.1% |
| 1Y | -11.0% | +34.8% | -45.9% | -13.9% |
| 3Y | +37.7% | +1.9% | +35.7% | +35.5% |
| All | +52.0% | -5.1% | +57.2% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling