+3,003.4%
SHOP vs KDP
+175.4%
+2,828.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.5% |
| 7D | -4.1% | +2.1% | -6.2% | -4.6% |
| 30D | -11.5% | +8.5% | -20.0% | -13.6% |
| 3M | +21.1% | +6.6% | +14.4% | +18.6% |
| 6M | +3.0% | +17.1% | -14.1% | -2.1% |
| YTD | -16.7% | +19.0% | -35.7% | -21.8% |
| 1Y | -8.3% | +21.8% | -30.1% | -15.0% |
| 3Y | +112.8% | +6.4% | +106.4% | +102.3% |
| 5Y | -9.3% | +5.1% | -14.4% | -13.4% |
| 10Y | +3,003.4% | +175.8% | +2,827.6% | +2,431.6% |
| All | +3,003.4% | +175.4% | +2,828.1% | +2,431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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