-31.9%
SHAK vs KIM
+9.1%
-41.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -6.6% | -5.1% | -1.5% | -4.2% |
| 3M | +30.1% | -0.6% | +30.7% | +29.5% |
| 6M | -28.7% | +2.4% | -31.1% | -30.2% |
| YTD | -14.5% | +19.0% | -33.5% | -22.3% |
| 1Y | -31.9% | +8.4% | -40.3% | -35.9% |
| All | -31.9% | +9.1% | -41.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling