+205.9%
KO vs SHAK
+31.3%
+174.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -1.1% | -11.0% | +9.9% | -0.3% |
| 30D | +1.6% | -14.0% | +15.6% | +2.6% |
| 3M | +5.8% | +13.3% | -7.5% | +4.6% |
| 6M | +14.3% | -35.3% | +49.6% | +16.9% |
| YTD | +27.3% | -24.0% | +51.3% | +28.6% |
| 1Y | +33.2% | -36.7% | +69.9% | +36.0% |
| 3Y | +64.5% | -5.4% | +69.8% | +59.1% |
| 5Y | +83.1% | -24.9% | +108.0% | +76.5% |
| 10Y | +183.9% | +79.6% | +104.3% | +149.7% |
| All | +205.9% | +31.3% | +174.6% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling