-54.4%
KMX vs SHAK
-22.8%
-31.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.4% |
| 7D | -3.1% | -8.3% | +5.2% | -0.6% |
| 30D | +4.4% | -12.6% | +17.1% | +8.8% |
| 3M | +18.9% | +9.1% | +9.8% | +14.7% |
| 6M | +44.3% | -31.2% | +75.5% | +56.0% |
| YTD | +58.7% | -21.6% | +80.3% | +64.1% |
| 1Y | +0.1% | -38.8% | +38.9% | +12.3% |
| 3Y | -24.4% | +0.6% | -25.0% | -33.7% |
| All | -54.4% | -22.8% | -31.6% | -59.0% |
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