+24.8%
KEY vs SHAK
-22.0%
+46.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +1.8% | +4.1% | -2.3% | +1.3% |
| 30D | +7.1% | +2.3% | +4.9% | +6.8% |
| 3M | -5.9% | -0.2% | -5.7% | -6.1% |
| 6M | +2.2% | +10.1% | -7.9% | +0.9% |
| YTD | +6.4% | -10.5% | +16.9% | +7.9% |
| 1Y | +24.8% | -22.4% | +47.2% | +31.5% |
| All | +24.8% | -22.0% | +46.8% | +31.5% |
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