+46.8%
SHAK vs KIM
+47.4%
-0.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -5.2% | -1.7% | -3.5% | -4.4% |
| 3M | +27.3% | -0.8% | +28.1% | +27.5% |
| 6M | -27.9% | +4.4% | -32.3% | -29.7% |
| YTD | -17.0% | +21.2% | -38.2% | -25.8% |
| 1Y | -30.9% | +10.5% | -41.5% | -35.1% |
| 3Y | +3.4% | +47.5% | -44.1% | -17.0% |
| 5Y | -20.5% | +37.1% | -57.6% | -32.8% |
| 10Y | +88.3% | +29.5% | +58.8% | +38.7% |
| All | +46.8% | +47.4% | -0.5% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling