+60.2%
KNX vs SHAK
-34.9%
+95.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.0% |
| 7D | -5.6% | -8.3% | +2.7% | -4.3% |
| 30D | -4.4% | -12.6% | +8.2% | -2.5% |
| 3M | -17.3% | +9.1% | -26.4% | -18.6% |
| 6M | +22.6% | -31.2% | +53.9% | +30.0% |
| YTD | +31.1% | -21.6% | +52.7% | +33.6% |
| 1Y | +60.2% | -38.8% | +99.0% | +80.6% |
| All | +60.2% | -34.9% | +95.1% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling