+93.0%
KEY vs SHAK
+91.5%
+1.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +1.8% | +4.1% | -2.3% | +0.5% |
| 30D | +7.1% | +2.3% | +4.9% | +6.2% |
| 3M | -5.9% | -0.2% | -5.7% | -6.6% |
| 6M | +2.2% | +10.1% | -7.9% | -2.6% |
| YTD | +6.4% | -10.5% | +16.9% | +4.9% |
| 1Y | +24.8% | -22.4% | +47.2% | +28.0% |
| 3Y | +125.2% | +32.1% | +93.2% | +82.8% |
| 5Y | +13.0% | -14.0% | +26.9% | -1.0% |
| All | +93.0% | +91.5% | +1.5% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling