+150.6%
KMI vs SHAK
-22.8%
+173.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.5% |
| 7D | -1.7% | -8.3% | +6.6% | -1.1% |
| 30D | -2.7% | -12.6% | +9.9% | -1.8% |
| 3M | -0.7% | +9.1% | -9.8% | -1.7% |
| 6M | -5.0% | -31.2% | +26.3% | -2.7% |
| YTD | +15.5% | -21.6% | +37.0% | +16.1% |
| 1Y | +16.4% | -38.8% | +55.2% | +20.1% |
| 3Y | +114.2% | +0.6% | +113.5% | +103.5% |
| All | +150.6% | -22.8% | +173.4% | +134.8% |
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