+17.4%
KRMN vs SHAK
-41.1%
+58.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.7% |
| 7D | -11.8% | -8.3% | -3.5% | -9.4% |
| 30D | -43.0% | -12.6% | -30.4% | -40.7% |
| 3M | -28.8% | +9.1% | -38.0% | -30.7% |
| 6M | -66.3% | -31.2% | -35.1% | -63.5% |
| YTD | -51.8% | -21.6% | -30.2% | -49.8% |
| 1Y | -44.7% | -38.8% | -5.9% | -38.5% |
| All | +17.4% | -41.1% | +58.5% | +18.2% |
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