+875.3%
KEYS vs SHAK
+31.3%
+844.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.9% | -11.0% | +11.9% | +3.2% |
| 30D | -5.3% | -14.0% | +8.8% | -2.6% |
| 3M | +0.5% | +13.3% | -12.7% | -2.7% |
| 6M | +14.0% | -35.3% | +49.4% | +21.5% |
| YTD | +60.3% | -24.0% | +84.3% | +64.9% |
| 1Y | +91.3% | -36.7% | +128.0% | +103.5% |
| 3Y | +146.1% | -5.4% | +151.5% | +135.8% |
| 5Y | +80.8% | -24.9% | +105.7% | +73.1% |
| 10Y | +1,002.8% | +79.6% | +923.2% | +753.1% |
| All | +875.3% | +31.3% | +844.0% | +657.4% |
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