+36.1%
KMI vs SHAK
+34.1%
+2.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.7% |
| 7D | -1.8% | -7.2% | +5.5% | -0.6% |
| 30D | +0.1% | -11.8% | +11.9% | +2.0% |
| 3M | +1.2% | +17.2% | -16.0% | -2.2% |
| 6M | -3.9% | -34.1% | +30.2% | +0.7% |
| YTD | +17.5% | -22.4% | +39.9% | +19.0% |
| 1Y | +22.6% | -35.9% | +58.6% | +28.0% |
| 3Y | +116.3% | -3.4% | +119.6% | +99.2% |
| 5Y | +157.6% | -25.4% | +183.0% | +137.9% |
| 10Y | +136.6% | +83.4% | +53.1% | +66.0% |
| All | +36.1% | +34.1% | +2.0% | -2.8% |
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 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