+71.2%
BKR vs SHAK
-2.6%
+73.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | -7.0% | -8.3% | +1.3% | -5.9% |
| 30D | -8.1% | -12.6% | +4.5% | -6.5% |
| 3M | -6.6% | +9.1% | -15.7% | -8.3% |
| 6M | +0.9% | -31.2% | +32.1% | +5.4% |
| YTD | +31.1% | -21.6% | +52.7% | +33.4% |
| 1Y | +27.7% | -38.8% | +66.5% | +35.3% |
| 3Y | +71.2% | +0.6% | +70.6% | +67.1% |
| All | +71.2% | -2.6% | +73.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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