-4.9%
KWEB vs SHAK
+35.4%
-40.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -5.6% | -8.3% | +2.7% | -4.0% |
| 30D | -10.7% | -12.6% | +2.0% | -8.4% |
| 3M | -7.4% | +9.1% | -16.5% | -9.5% |
| 6M | -19.3% | -31.2% | +11.9% | -15.1% |
| YTD | -27.8% | -21.6% | -6.2% | -26.2% |
| 1Y | -35.9% | -38.8% | +2.8% | -31.5% |
| 3Y | -1.9% | +0.6% | -2.5% | -11.0% |
| 5Y | -43.2% | -22.5% | -20.7% | -47.5% |
| 10Y | -21.2% | +85.3% | -106.5% | -41.6% |
| All | -4.9% | +35.4% | -40.3% | -26.9% |
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