+83.4%
SHAK vs KIM
+32.5%
+50.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -8.3% | -1.7% | -6.5% | -7.3% |
| 30D | -12.6% | -3.0% | -9.7% | -11.1% |
| 3M | +9.1% | -8.9% | +18.0% | +14.8% |
| 6M | -31.2% | +2.4% | -33.6% | -32.2% |
| YTD | -21.6% | +18.3% | -39.9% | -29.1% |
| 1Y | -38.8% | +8.2% | -47.0% | -41.8% |
| 3Y | +0.6% | +44.0% | -43.4% | -18.4% |
| 5Y | -22.5% | +37.3% | -59.9% | -34.7% |
| All | +83.4% | +32.5% | +50.9% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling