+52.8%
KMB vs SHAK
+59.5%
-6.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.9% |
| 7D | +0.9% | +4.3% | -3.4% | +0.7% |
| 30D | +10.1% | +9.0% | +1.0% | +9.6% |
| 3M | 0.0% | +1.8% | -1.8% | -0.1% |
| 6M | +15.7% | +17.3% | -1.6% | +14.6% |
| YTD | +12.6% | -7.6% | +20.3% | +12.3% |
| 1Y | +10.1% | -16.9% | +27.0% | +10.3% |
| 3Y | +2.1% | +35.1% | -32.9% | -1.3% |
| 5Y | -0.7% | -11.3% | +10.6% | -3.3% |
| 10Y | +38.5% | +98.8% | -60.3% | +24.8% |
| All | +52.8% | +59.5% | -6.8% | +38.2% |
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 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