+82.6%
KO vs SHAK
-22.8%
+105.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.4% |
| 7D | +0.2% | -8.3% | +8.5% | +0.6% |
| 30D | +1.8% | -12.6% | +14.5% | +2.4% |
| 3M | +7.7% | +9.1% | -1.5% | +7.2% |
| 6M | +15.3% | -31.2% | +46.5% | +16.4% |
| YTD | +28.0% | -21.6% | +49.6% | +28.5% |
| 1Y | +34.3% | -38.8% | +73.0% | +36.0% |
| 3Y | +63.8% | +0.6% | +63.2% | +58.6% |
| All | +82.6% | -22.8% | +105.3% | +74.5% |
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