+75.0%
KEEL vs SHAK
-34.9%
+109.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.0% |
| 7D | +2.9% | -8.3% | +11.2% | +4.8% |
| 30D | +0.8% | -12.6% | +13.5% | +4.1% |
| 3M | -35.3% | +9.1% | -44.4% | -37.2% |
| 6M | +59.4% | -31.2% | +90.6% | +77.6% |
| YTD | +51.9% | -21.6% | +73.5% | +61.2% |
| 1Y | +75.0% | -38.8% | +113.8% | +110.5% |
| All | +75.0% | -34.9% | +109.9% | +110.5% |
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