+37.7%
KR vs SHAK
-2.6%
+40.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.7% |
| 7D | -0.2% | -8.3% | +8.1% | -0.2% |
| 30D | +5.1% | -12.6% | +17.7% | +5.1% |
| 3M | -8.2% | +9.1% | -17.3% | -8.2% |
| 6M | -18.0% | -31.2% | +13.3% | -18.2% |
| YTD | -4.8% | -21.6% | +16.8% | -5.3% |
| 1Y | -11.0% | -38.8% | +27.8% | -11.2% |
| 3Y | +37.7% | +0.6% | +37.0% | +32.4% |
| All | +37.7% | -2.6% | +40.3% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling