+20.4%
KEY vs SHAK
-34.0%
+54.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | -3.0% | -6.6% | +3.6% | -2.3% |
| 3M | +3.3% | +30.1% | -26.7% | -0.4% |
| 6M | +9.2% | -28.7% | +37.9% | +14.0% |
| YTD | +10.6% | -14.5% | +25.2% | +12.3% |
| 1Y | +20.4% | -31.9% | +52.3% | +23.6% |
| All | +20.4% | -34.0% | +54.4% | +23.6% |
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