+294.5%
KEEL vs SHAK
-33.8%
+328.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.3% |
| 7D | +2.9% | -8.3% | +11.2% | +6.8% |
| 30D | +0.8% | -12.6% | +13.5% | +7.3% |
| 3M | -35.3% | +9.1% | -44.4% | -39.3% |
| 6M | +59.4% | -31.2% | +90.6% | +78.5% |
| YTD | +51.9% | -21.6% | +73.5% | +59.4% |
| 1Y | +75.0% | -38.8% | +113.8% | +105.7% |
| 3Y | +224.5% | +0.6% | +223.9% | +181.9% |
| 5Y | -35.9% | -22.5% | -13.4% | -40.2% |
| All | +294.5% | -33.8% | +328.3% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling