+8.0%
KMX vs SHAK
+87.2%
-79.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.4% |
| 7D | -3.1% | -8.3% | +5.2% | -0.7% |
| 30D | +4.4% | -12.6% | +17.1% | +8.5% |
| 3M | +18.9% | +9.1% | +9.8% | +15.0% |
| 6M | +44.3% | -31.2% | +75.5% | +55.4% |
| YTD | +58.7% | -21.6% | +80.3% | +64.2% |
| 1Y | +0.1% | -38.8% | +38.9% | +11.5% |
| 3Y | -24.4% | +0.6% | -25.0% | -31.5% |
| 5Y | -54.4% | -22.5% | -31.9% | -57.8% |
| All | +8.0% | +87.2% | -79.2% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling