+13.8%
KMB vs SHAK
+81.5%
-67.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -7.7% | -11.0% | +3.3% | -7.1% |
| 30D | -8.2% | -14.0% | +5.8% | -7.5% |
| 3M | -1.9% | +13.3% | -15.1% | -2.6% |
| 6M | -0.7% | -35.3% | +34.7% | +1.0% |
| YTD | +1.4% | -24.0% | +25.4% | +2.2% |
| 1Y | -19.1% | -36.7% | +17.6% | -17.8% |
| 3Y | -12.6% | -5.4% | -7.2% | -14.4% |
| 5Y | -12.7% | -24.9% | +12.2% | -14.7% |
| All | +13.8% | +81.5% | -67.6% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling