+912.8%
KGC vs SHAK
+47.7%
+865.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +20.3% | -6.6% | +26.9% | +21.2% |
| 3M | +8.1% | +30.1% | -22.0% | +5.1% |
| 6M | -8.8% | -28.7% | +20.0% | -6.3% |
| YTD | +10.1% | -14.5% | +24.6% | +10.9% |
| 1Y | +44.2% | -31.9% | +76.1% | +48.3% |
| 3Y | +533.0% | -1.0% | +534.0% | +514.8% |
| 5Y | +443.0% | -18.7% | +461.7% | +422.7% |
| 10Y | +678.6% | +98.1% | +580.4% | +588.4% |
| All | +912.8% | +47.7% | +865.2% | +811.0% |
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