+124.1%
KEY vs SHAK
-5.6%
+129.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -1.8% | -11.0% | +9.2% | +0.5% |
| 30D | -3.3% | -14.0% | +10.7% | -0.4% |
| 3M | -0.2% | +13.3% | -13.4% | -3.5% |
| 6M | +12.1% | -35.3% | +47.4% | +20.5% |
| YTD | +8.4% | -24.0% | +32.4% | +11.7% |
| 1Y | +17.6% | -36.7% | +54.4% | +26.2% |
| All | +124.1% | -5.6% | +129.8% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling