-1.3%
KMB vs SHAK
-12.1%
+10.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +2.0% |
| 7D | +0.9% | +4.3% | -3.4% | +0.7% |
| 30D | +10.1% | +9.0% | +1.0% | +9.7% |
| 3M | 0.0% | +1.8% | -1.8% | -0.1% |
| 6M | +15.7% | +17.3% | -1.6% | +14.8% |
| YTD | +12.6% | -7.6% | +20.3% | +12.3% |
| 1Y | +10.1% | -16.9% | +27.0% | +10.1% |
| 3Y | +2.1% | +35.1% | -32.9% | 0.0% |
| All | -1.3% | -12.1% | +10.8% | -6.4% |
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