+113.1%
KR vs SHAK
+35.4%
+77.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.6% |
| 7D | -0.2% | -8.3% | +8.1% | 0.0% |
| 30D | +5.1% | -12.6% | +17.7% | +5.4% |
| 3M | -8.2% | +9.1% | -17.3% | -8.4% |
| 6M | -18.0% | -31.2% | +13.3% | -17.5% |
| YTD | -4.8% | -21.6% | +16.8% | -4.7% |
| 1Y | -11.0% | -38.8% | +27.8% | -10.3% |
| 3Y | +37.7% | +0.6% | +37.0% | +35.3% |
| 5Y | +52.8% | -22.5% | +75.3% | +49.6% |
| 10Y | +128.8% | +85.3% | +43.5% | +108.6% |
| All | +113.1% | +35.4% | +77.7% | +102.1% |
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