-45.3%
KEEL vs SHAK
-21.2%
-24.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -4.7% |
| 7D | -13.6% | +8.3% | -21.9% | -15.0% |
| 30D | -39.1% | +16.7% | -55.8% | -41.0% |
| 3M | -48.9% | +10.0% | -58.9% | -49.8% |
| 6M | -35.4% | -23.8% | -11.6% | -29.0% |
| YTD | -10.6% | -10.3% | -0.4% | -6.2% |
| 1Y | -45.3% | -22.9% | -22.4% | -38.2% |
| All | -45.3% | -21.2% | -24.1% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling