+5.0%
KDP vs SHAK
-25.9%
+30.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.0% |
| 7D | -1.6% | -7.2% | +5.6% | -1.1% |
| 30D | +9.5% | -11.8% | +21.3% | +10.3% |
| 3M | +2.6% | +17.2% | -14.5% | +1.5% |
| 6M | +15.6% | -34.1% | +49.8% | +17.9% |
| YTD | +17.3% | -22.4% | +39.7% | +18.2% |
| 1Y | +20.1% | -35.9% | +56.0% | +22.3% |
| 3Y | +4.9% | -3.4% | +8.3% | +1.5% |
| 5Y | +5.0% | -25.4% | +30.4% | -0.4% |
| All | +5.0% | -25.9% | +30.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling