+170.5%
KEY vs SHAK
+47.7%
+122.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -3.0% | -6.6% | +3.6% | -1.5% |
| 3M | +3.3% | +30.1% | -26.7% | -4.0% |
| 6M | +9.2% | -28.7% | +37.9% | +15.6% |
| YTD | +10.6% | -14.5% | +25.2% | +11.3% |
| 1Y | +20.4% | -31.9% | +52.3% | +27.7% |
| 3Y | +121.8% | -1.0% | +122.8% | +103.2% |
| 5Y | +41.1% | -18.7% | +59.8% | +28.5% |
| 10Y | +168.5% | +98.1% | +70.4% | +86.0% |
| All | +170.5% | +47.7% | +122.8% | +92.6% |
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 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