-24.9%
SHAK vs KIM
+35.1%
-60.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.1% |
| 7D | -11.0% | -1.5% | -9.5% | -9.9% |
| 30D | -14.0% | -1.7% | -12.3% | -12.9% |
| 3M | +13.3% | -7.1% | +20.4% | +19.7% |
| 6M | -35.3% | +2.9% | -38.2% | -37.0% |
| YTD | -24.0% | +18.8% | -42.8% | -34.5% |
| 1Y | -36.7% | +9.4% | -46.1% | -41.7% |
| 3Y | -5.4% | +44.6% | -49.9% | -31.4% |
| 5Y | -24.9% | +37.9% | -62.8% | -41.6% |
| All | -24.9% | +35.1% | -60.0% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling