+25.7%
KGC vs SHAK
-34.9%
+60.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -5.6% | -8.3% | +2.6% | -3.9% |
| 30D | +6.1% | -12.6% | +18.8% | +9.3% |
| 3M | +17.3% | +9.1% | +8.2% | +15.9% |
| 6M | -10.3% | -31.2% | +21.0% | -5.1% |
| YTD | +3.9% | -21.6% | +25.4% | +7.6% |
| 1Y | +25.7% | -38.8% | +64.5% | +34.7% |
| All | +25.7% | -34.9% | +60.6% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling