-12.9%
KMB vs SHAK
-25.9%
+12.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.9% |
| 7D | -8.6% | -7.2% | -1.4% | -8.4% |
| 30D | -7.5% | -11.8% | +4.3% | -7.1% |
| 3M | -0.6% | +17.2% | -17.8% | -1.1% |
| 6M | -1.5% | -34.1% | +32.6% | -0.7% |
| YTD | +1.6% | -22.4% | +24.0% | +2.0% |
| 1Y | -20.8% | -35.9% | +15.1% | -20.1% |
| 3Y | -12.4% | -3.4% | -9.0% | -13.1% |
| 5Y | -12.9% | -25.4% | +12.5% | -16.1% |
| All | -12.9% | -25.9% | +12.9% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling