-35.3%
KEEL vs SHAK
-22.8%
-12.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +1.8% |
| 7D | +2.9% | -8.3% | +11.2% | +8.2% |
| 30D | +0.8% | -12.6% | +13.5% | +9.6% |
| 3M | -35.3% | +9.1% | -44.4% | -41.0% |
| 6M | +59.4% | -31.2% | +90.6% | +84.6% |
| YTD | +51.9% | -21.6% | +73.5% | +59.5% |
| 1Y | +75.0% | -38.8% | +113.8% | +116.3% |
| 3Y | +224.5% | +0.6% | +223.9% | +123.8% |
| All | -35.3% | -22.8% | -12.5% | -46.1% |
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 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