-43.1%
KHC vs SHAK
+20.8%
-63.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.9% | -6.6% | +4.8% | -1.3% |
| 3M | +14.4% | +30.1% | -15.7% | +11.7% |
| 6M | +8.7% | -28.7% | +37.5% | +10.7% |
| YTD | +7.8% | -14.5% | +22.3% | +7.8% |
| 1Y | -1.5% | -31.9% | +30.4% | +0.3% |
| 3Y | -9.9% | -1.0% | -8.9% | -13.5% |
| 5Y | -10.7% | -18.7% | +8.0% | -14.7% |
| 10Y | -55.7% | +98.1% | -153.8% | -64.8% |
| All | -43.1% | +20.8% | -63.9% | -53.9% |
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