+155.2%
KEYS vs SHAK
-2.6%
+157.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.3% |
| 7D | +3.5% | -8.3% | +11.8% | +5.4% |
| 30D | -4.5% | -12.6% | +8.2% | -1.8% |
| 3M | -0.4% | +9.1% | -9.5% | -3.3% |
| 6M | +19.1% | -31.2% | +50.4% | +27.0% |
| YTD | +66.7% | -21.6% | +88.2% | +71.0% |
| 1Y | +96.5% | -38.8% | +135.2% | +114.4% |
| 3Y | +155.2% | +0.6% | +154.5% | +137.1% |
| All | +155.2% | -2.6% | +157.8% | +137.1% |
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