+161.7%
KEY vs SHAK
+59.5%
+102.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.2% |
| 7D | +2.9% | +4.3% | -1.4% | +1.8% |
| 30D | +8.4% | +9.0% | -0.6% | +5.9% |
| 3M | -5.8% | +1.8% | -7.6% | -6.8% |
| 6M | +5.4% | +17.3% | -11.9% | -0.5% |
| YTD | +7.1% | -7.6% | +14.7% | +5.1% |
| 1Y | +26.8% | -16.9% | +43.7% | +27.6% |
| 3Y | +128.7% | +35.1% | +93.6% | +92.5% |
| 5Y | +13.6% | -11.3% | +24.9% | +1.5% |
| 10Y | +99.7% | +98.8% | +0.8% | +36.0% |
| All | +161.7% | +59.5% | +102.2% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling