+29.6%
KEY vs SHAK
-21.2%
+50.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.1% |
| 7D | +1.7% | +8.3% | -6.7% | +0.8% |
| 30D | +6.8% | +16.7% | -9.9% | +4.9% |
| 3M | -5.8% | +10.0% | -15.8% | -7.0% |
| 6M | +1.4% | -23.8% | +25.2% | +5.4% |
| YTD | +7.5% | -10.3% | +17.8% | +9.3% |
| 1Y | +29.6% | -22.9% | +52.5% | +36.6% |
| All | +29.6% | -21.2% | +50.9% | +36.6% |
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