+170.1%
KDP vs SHAK
+81.5%
+88.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.8% |
| 7D | -4.3% | -11.0% | +6.6% | -3.4% |
| 30D | +7.8% | -14.0% | +21.8% | +9.2% |
| 3M | -0.1% | +13.3% | -13.3% | -1.3% |
| 6M | +14.0% | -35.3% | +49.3% | +17.2% |
| YTD | +15.1% | -24.0% | +39.0% | +16.4% |
| 1Y | +18.5% | -36.7% | +55.2% | +21.6% |
| 3Y | +2.9% | -5.4% | +8.2% | -0.8% |
| 5Y | +3.0% | -24.9% | +27.9% | -1.0% |
| All | +170.1% | +81.5% | +88.6% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling