+38.7%
KNX vs SHAK
-22.8%
+61.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.1% |
| 7D | -5.6% | -8.3% | +2.7% | -4.0% |
| 30D | -4.4% | -12.6% | +8.2% | -2.0% |
| 3M | -17.3% | +9.1% | -26.4% | -19.2% |
| 6M | +22.6% | -31.2% | +53.9% | +29.4% |
| YTD | +31.1% | -21.6% | +52.7% | +34.4% |
| 1Y | +60.2% | -38.8% | +99.0% | +72.3% |
| 3Y | +35.8% | +0.6% | +35.1% | +28.3% |
| All | +38.7% | -22.8% | +61.5% | +23.5% |
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