+162.9%
KRE vs SHAK
+34.1%
+128.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.4% | +0.3% |
| 7D | -1.1% | -7.2% | +6.1% | +0.5% |
| 30D | -3.4% | -11.8% | +8.4% | -0.8% |
| 3M | +3.7% | +17.2% | -13.5% | -0.6% |
| 6M | +14.8% | -34.1% | +48.9% | +22.6% |
| YTD | +14.7% | -22.4% | +37.0% | +17.6% |
| 1Y | +16.0% | -35.9% | +51.9% | +23.7% |
| 3Y | +84.3% | -3.4% | +87.6% | +71.3% |
| 5Y | +30.9% | -25.4% | +56.3% | +22.9% |
| 10Y | +122.0% | +83.4% | +38.5% | +64.4% |
| All | +162.9% | +34.1% | +128.8% | +100.3% |
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