+19.6%
KWEB vs AKAM
+125.5%
-105.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | -13.0% | -8.2% | -4.8% | -11.2% |
| 3M | -7.6% | -17.6% | +10.0% | -3.4% |
| 6M | -21.1% | +2.5% | -23.7% | -24.8% |
| YTD | -28.2% | +22.8% | -51.0% | -36.3% |
| 1Y | -34.9% | +39.6% | -74.5% | -45.0% |
| 3Y | -0.8% | +2.3% | -3.1% | -10.1% |
| 5Y | -43.6% | -4.3% | -39.3% | -48.4% |
| 10Y | -21.7% | +104.1% | -125.7% | -47.0% |
| All | +19.6% | +125.5% | -105.9% | -23.4% |
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