+46.5%
KMB vs SHAK
+47.7%
-1.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -5.5% | -6.6% | +1.2% | -5.2% |
| 3M | +14.0% | +30.1% | -16.1% | +12.5% |
| 6M | +4.1% | -28.7% | +32.8% | +5.2% |
| YTD | +8.0% | -14.5% | +22.5% | +8.2% |
| 1Y | -13.7% | -31.9% | +18.1% | -12.8% |
| 3Y | -5.9% | -1.0% | -5.0% | -7.7% |
| 5Y | -8.6% | -18.7% | +10.1% | -10.7% |
| 10Y | +17.3% | +98.1% | -80.8% | +6.1% |
| All | +46.5% | +47.7% | -1.1% | +33.1% |
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 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