-38.8%
SHAK vs KIM
+9.2%
-48.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -8.3% | -1.7% | -6.5% | -7.5% |
| 30D | -12.6% | -3.0% | -9.7% | -11.3% |
| 3M | +9.1% | -8.9% | +18.0% | +14.2% |
| 6M | -31.2% | +2.4% | -33.6% | -32.5% |
| YTD | -21.6% | +18.3% | -39.9% | -28.1% |
| 1Y | -38.8% | +8.2% | -47.0% | -43.2% |
| All | -38.8% | +9.2% | -48.0% | -43.2% |
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