-14.3%
KHC vs SHAK
-5.6%
-8.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.5% | -11.0% | +8.4% | -2.0% |
| 30D | +0.5% | -14.0% | +14.6% | +1.2% |
| 3M | +3.0% | +13.3% | -10.2% | +2.4% |
| 6M | +6.6% | -35.3% | +42.0% | +7.6% |
| YTD | +5.8% | -24.0% | +29.8% | +5.9% |
| 1Y | -2.2% | -36.7% | +34.5% | -1.4% |
| All | -14.3% | -5.6% | -8.7% | -19.2% |
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